تصفح Gulf Studies Center Research حسب المؤلف "Nekhili, Ramzi"
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Dynamic Parametric and Nonparametric Hedging: Evidence from the Arab Gulf Equity Markets
Nekhili, Ramzi; Miniaoui, Hela ( EuroJournals , 2017 , Article)This paper examines the optimal hedging strategies in the Arab Gulf equity markets using a parametric and a nonparametric dynamic approaches in modeling the conditional variances and covariances of equity returns. The ...