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"Optimal hedging ratio modeling using interday and intraday risk ..."

Henry Penikas, Igor Sirotkin (2016)

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DOI: 10.3233/MAS-150353

access: closed

type: Journal Article

metadata version: 2021-10-14

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Henry Penikas, Igor Sirotkin:
Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach. Model. Assist. Stat. Appl. 11(1): 59-70 (2016)

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