Optimal dynamic hedging strategy with futures oil markets...

Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models

Ghorbel, Ahmed, Trabelsi, Abdelwahed
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Volume:
4
Year:
2012
Language:
english
Journal:
International Journal of Managerial and Financial Accounting
DOI:
10.1504/ijmfa.2012.044834
File:
PDF, 340 KB
english, 2012
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