Dynamic Correlations and Optimal Hedge Ratios

C.S. Bos, P.G. Gould

    Research output: Working paperProfessional

    67 Downloads (Pure)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Instituut (TI)
    Publication statusPublished - 2007

    Publication series

    NameTI Discussion Paper
    No.07-025/4

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