Cite
HARVARD Citation
Barbi, M. et al. (n.d.). A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Journal of futures markets. 34 (7), pp. 658-675. [Online].
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Barbi, M. et al. (n.d.). A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Journal of futures markets. 34 (7), pp. 658-675. [Online].