Quantile estimation of optimal hedge ratio
Year of publication: |
February 2016
|
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Authors: | Lien, Da-hsiang Donald ; Shrestha, Keshab ; Wu, Jing |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 194-214
|
Subject: | Hedging | Spotmarkt | Spot market | Kapitalmarktrendite | Capital market returns | Statistische Verteilung | Statistical distribution | Welt | World |
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