Browsing Gulf Studies Center Research by Subject "Optimal Hedging"
Now showing items 1-1 of 1
-
Dynamic Parametric and Nonparametric Hedging: Evidence from the Arab Gulf Equity Markets
( 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 ...