Optimal Dynamic Hedging in Selected Markets
This study examined the most optimal hedging portfolio for some selected emerging and developed markets by employing dynamic conditional variances and dynamic conditional covariances. Throughout the study, the daily index values of some selected investment instruments were used. The data contained t...
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| Format: | Article |
| Language: | English |
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Econometric Research Association
2021-12-01
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| Series: | International Econometric Review |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/1443480 |