Can anyone help me to calculate the optimal hedging ratio for my price series of X and Y
ht-1 = ∂xy /∂2yt - ∆pyt/2ø∂2yt
where ∂xy is the covariance of x and y
∂2yt is the variance of Y.( sigma squared yt)
Ø is the measure of risk aversion.
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Dear Pamela, Thanks for your answer first. Sorry for my explanation as was not explained well. I have no problem on labeling and/or cope and paste the graph from eviews to word. What I need is that, in EViews graph when I click or put my mouth in any point in the residual graphs for example, it give...
Hello there, Always thanks for your help. I want to copy and paste my residual graphs from eviews to word. What I am very keen is that I WANT TO COPY AND PAST THE SPECIFICS COMBINATIONS OF YEARS AND NUMBERS THAT I HAVE. Meaning, When I click in my eveiws graphs it gives me a specific combination of ...
Dear there Thanks for your help first. I want to create seasonal dummies for month 8 and month 9( August and September) together for my time series data. When I use the formula m8=@seas (8) or m9=@seas(9) it creates me individually but not together. on the other hand when I use the formula sea_dummy...