Optimal dynamic hedging strategy with futures oil markets via FIEGARCH-EVT copula models
Ghorbel, Ahmed, Trabelsi, AbdelwahedVolume:
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