Cite
MLA Citation
Massimiliano Barbi and Silvia Romagnoli. “A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio.” Journal of futures markets, vol. 34, no. 7, n.d., pp. 658–675. http://access.bl.uk/ark:/81055/vdc_100024845010.0x000038