A dynamic hedging model based on conditional higher moments
Year of publication: |
2015
|
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Authors: | Jun, Dai |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 12.2015, 1, p. 60-69
|
Subject: | higher moments | stock index futures | dynamic hedging | independent component analysis | Theorie | Theory | Hedging | Index-Futures | Index futures | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
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