Keyphrases
Heteroscedastic Errors
100%
Error Term
100%
Optimal Hedging
100%
Cointegration
100%
Conditional Variance
75%
Regression Method
50%
Forward Contracts
50%
Heteroscedasticity
50%
Given Information
25%
Sharpe Ratio
25%
Minimum Variance
25%
Bounded Risk
25%
Hedge Portfolio
25%
Reduced Rank Regression
25%
Mixing Conditions
25%
Conditional Volatility
25%
Cointegrating Vector
25%
Short Horizon
25%
Martingale
25%
Cointegrated Vector Autoregressive Model
25%
Expected Returns
25%
Fuel Prices
25%
Conditional Heteroscedasticity
25%
Economics, Econometrics and Finance
Price
100%
Hedging
100%
Volatility
25%