Results 211 to 220 of about 41,672 (247)
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SSRN Electronic Journal, 2011
This paper presents the use of three multivariate skew distributions (Generalized Hyperbolic distribution, multivariate skew normal distribution, and multivariate skew t distribution) for estimating minimum variance hedge ratio in a dynamic setting. Three criteria for measuring hedge effectiveness are employed: Hedging Instrument Effectiveness, Overall
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This paper presents the use of three multivariate skew distributions (Generalized Hyperbolic distribution, multivariate skew normal distribution, and multivariate skew t distribution) for estimating minimum variance hedge ratio in a dynamic setting. Three criteria for measuring hedge effectiveness are employed: Hedging Instrument Effectiveness, Overall
openaire +1 more source
Integrative oncology: Addressing the global challenges of cancer prevention and treatment
Ca-A Cancer Journal for Clinicians, 2022Jun J Mao,, Msce +2 more
exaly
Hedge effectiveness: Basis risk and minimum-variance hedging
Journal of Futures Markets, 1992openaire +1 more source
International Review of Economics & Finance
Purba Bhattacherjee +3 more
semanticscholar +1 more source
Purba Bhattacherjee +3 more
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Non Linear Feedback Effects by Hedging Strategies
Stochastic Processes and Applications to Mathematical Finance, 2004MANCINO, MARIA ELVIRA, Ogawa S.
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Does Hedge Accounting Complexity Influence the Effectiveness of Firms’ Hedging Activities?
SSRN Electronic Journal, 2022Waqar Ali, Daniel A. Bens, Gavin Cassar
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