Refinement of the hedging ratio using copula-GARCH models
Crossref DOI link: https://doi.org/10.1057/s41260-019-00133-5
Published Online: 2019-09-16
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Louhichi, Waƫl
Rais, Hassen
Funding for this research was provided by:
PANORISK
Text and Data Mining valid from 2019-09-01
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Article History
Revised: 25 August 2019
First Online: 16 September 2019