Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
| Year of publication: |
2013
|
|---|---|
| Authors: | Kellner, Ralf ; Gatzert, Nadine |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 11, p. 4353-4367
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