Evaluation of realized multi-power variations in minimum variance hedging
Year of publication: |
December 2015
|
---|---|
Authors: | Hung, Jui-Cheng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 51.2015, p. 672-679
|
Subject: | Realized multi-power variations | Minimum variance strategy | Realized DCC-GARCH model | Transaction costs | Theorie | Theory | Hedging | Transaktionskosten |
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