On the stationarity of futures hedge ratios.

Stavros Degiannakis Christos Floros Enrique Salvador Dimitrios Vougas

Published in: Oper. Res. (2022)

Keyphrases

non stationary
maximum entropy
transaction costs
decision making
case study
financial markets
databases
image processing
three dimensional
face recognition
video sequences
cooperative
special case
futures market
hedge detection