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~language:"eng"
~subject:"Hedging"
~subject:"copula"
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A NEW FRAMEWORK FOR DYNAMIC CR...
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Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
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2
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
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Optimal hedging strategy with futures oil markets via FIEGARCH copula model
Ifa, Dhoifli
;
Ghorbel, Ahmed
- In:
American journal of finance and accounting
4
(
2015/2016
)
2
,
pp. 151-171
Persistent link: https://www.econbiz.de/10011607085
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