Return Based Risk Measures for Non-Normally Distributed Returns: An Alternative Modelling Approach
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- Eyden Samunderu, 2023. "Jet Fuel Price Risk and Proxy Hedging in Spot Markets: A Two-Tier Model Analysis," Commodities, MDPI, vol. 2(3), pages 1-32, August.
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Keywords
risk; bonds; equities; hedge funds; forecasting; GARCH; value at risk;All these keywords.
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