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Main description: Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents...
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.2 Long-Run Forecasting -- 9.3 Hedging Performance In-Sample -- 9.4 Out-of-Sample Hedging -- 9.5 Forecasting Risk in the …
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