Conditional volatility forecasting in a dynamic hedging model
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DOI: 10.1002/for.950
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References listed on IDEAS
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- Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
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