We would like to thank the Editor (Robert I. Webb), Emanuele Bajo, Umberto Cherubini, and Sabrina Mulinacci for their helpful suggestions. Also, we are indebted to an anonymous referee for providing constructive comments which greatly improved the paper. All errors are our responsibility.
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio
Article first published online: 4 APR 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 7, pages 658–675, July 2014
How to Cite
Barbi, M. and Romagnoli, S. (2014), A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. J. Fut. Mark., 34: 658–675. doi: 10.1002/fut.21617
JEL Classification: G10, G32
- Issue published online: 2 JUN 2014
- Article first published online: 4 APR 2013
- Manuscript Accepted: 1 FEB 2013
- Manuscript Received: 1 AUG 2011
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!