Hedge ratio prediction with noisy and asynchronous high-frequency data
Year of publication: |
March 2016
|
---|---|
Authors: | Lai, Yu-Sheng |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 3, p. 295-314
|
Subject: | Hedging | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Risikoaversion | Risk aversion | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Korrelation | Correlation | USA | United States |
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