Hung-Yu Lai
Follow Hung-Yu
Articles by Hung-Yu Lai
A new dynamic hedging model with futures
This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM).
Follow Hung-Yu
This paper proposes a new econometric model for the estimation of optimal hedge ratios (HRs): the Kalman filter error-correction model (KF–ECM).
You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.
Sign inTo use this feature you will need an individual account. If you have one already please sign in.
Sign in.Alternatively you can request an individual account here: