Evaluating the performance of futures hedging using factors-driven realized volatility

Author:

Yu Xing,Li Yanyan,Gong XueORCID,Zhang Nan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference54 articles.

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4. Policy news and stock market volatility;Baker,2019

5. Power and bipower variation with stochastic volatility and jumps (with discussion);Barndorff-Nielsen;Journal of Financial Econometrics,2004

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1. Hedging Salmon Price Risk Based on Fuzzy Copula-GMM Model;International Journal of Information Technology & Decision Making;2023-07-17

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