Downside risk hedging of spot and future prices in large portfolios with (Hierarchical) Archimedean Copulas and Vine Copulas

Additional Metadata
Thesis Advisor	Naghi, AA
Persistent URL	hdl.handle.net/2105/67265
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Meer, H. van der. (2023, March 14). Downside risk hedging of spot and future prices in large portfolios with (Hierarchical) Archimedean Copulas and Vine Copulas. Econometrie. Retrieved from http://hdl.handle.net/2105/67265

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