New answers tagged copula
4
votes
Accepted
Optimal Hedging Ratio using Copula Models
Using a static copula model implies $\rho_{s,f,t}\equiv\rho_{s,f}$. In such case fitting a copula model to obtain $\rho_{s,f}$ is an overkill, since it can be estimated very simply by the empirical ...
- 1,788
Top 50 recent answers are included