Cite
APA Citation
Barbi, M., & Romagnoli, S. (n.d.). a Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Journal of futures markets, 34(7), 658–675. http://access.bl.uk/ark:/81055/vdc_100024845010.0x000038
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Barbi, M., & Romagnoli, S. (n.d.). a Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Journal of futures markets, 34(7), 658–675. http://access.bl.uk/ark:/81055/vdc_100024845010.0x000038