Man pages for sieunyi/Hedge
"Hedge" analyzes whether futures are an effective tool for hedging and how effective they are based on the calculated optimal hedge ratio

fxEURO/USD exchange rate and futures price of EURO. A dataset...
mvhrminimum variance hedge ratio function
semivarSemivariance hedge ratio
svhrSemi variance hedge ratio and its effectiveness
sieunyi/Hedge documentation built on Dec. 23, 2021, 2:20 a.m.