Keyphrases
Hedge Portfolio
100%
Markovian Model
100%
Stock Market
100%
Jump Volatility
100%
Time-varying Copula
100%
Dynamic Dependence
100%
Dynamic Hedging
100%
Generalized Autoregressive Conditional Heteroskedasticity Model
66%
Conditional Jumps
66%
Jump Intensity
66%
Asymmetric Jumps
66%
Benchmark Model
33%
Markov Chain
33%
Markovian
33%
Asymmetric Effects
33%
Mainland China
33%
Hong Kong
33%
Robustness Testing
33%
Spot Market
33%
Hedging Performance
33%
Futures Markets
33%
Fitting Effect
33%
Hedge Ratio
33%
Hong Kong Stock Market
33%
Chinese Mainland
33%
Jump Phenomenon
33%
Negative Shocks
33%
Positive Shocks
33%
Jump Risk
33%
Volatility Regimes
33%
Asymmetric Shocks
33%
Minimum Risk
33%
Time-varying Copula Model
33%
Risk Hedging
33%
Chinese Stock Market
33%
Mathematics
Copula
100%
Asymmetric
100%
Stock Market
100%
Conditionals
80%
Markov Chain
20%
Economics, Econometrics and Finance
Hedging
100%
Volatility
66%
Generalized Autoregressive Conditional Heteroskedasticity
33%
Markov Chain
16%