A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio
- 期刊名称Journal of Futures Markets
- 作者Barbi, Massimiliano; Romagnoli, Silvia
- 卷第34卷
- 期第7期
- 印刷ISSN0270-7314
- 文件大小166.14KB
- 发表时间2014-07
- DOI10.1002/fut.21617
- 页码658-675
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