Volatility Hedging Model for Precious Metal Futures Returns.

Roengchai Tansuchat Paravee Maneejuk Songsak Sriboonchitta

Published in: IUKM (2016)

Keyphrases

probabilistic model
computational model
mathematical model
high level
cost function
statistical model
experimental data
formal model
hybrid model
financial time series
multiscale
prior knowledge
markov chain
parameter estimation
simulation model
prediction model