Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
The role of cointegration for optimal hedging with heteroscedastic error term
Lukasz Gatarek,
Søren Johansen
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'The role of cointegration for optimal hedging with heteroscedastic error term'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
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%