Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
Year of publication: |
2009
|
---|---|
Authors: | Chan, Wing |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 12.2009, 2, p. 1571-1571
|
Publisher: |
Berkeley Electronic Press |
Subject: | optimal currency hedge | common jumps | bivariate GARCH |
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