𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimization of the take off phase in ski jumping

✍ Scribed by M. Fayet; L. Maiffredy; C. Argaud; F. Lagors

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
126 KB
Volume
27
Category
Article
ISSN
0021-9290

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Optimal hedge ratios in the presence of
Optimal hedge ratios in the presence of common jumps
✍ Wing Hong Chan πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 84 KB πŸ‘ 2 views

## Abstract This study derives optimal hedge ratios with infrequent extreme news events modeled as common jumps in foreign currency spot and futures rates. A dynamic hedging strategy based on a bivariate GARCH model augmented with a common jump component is proposed to manage currency risk. We find