'Matlab Expert for hedging with commodity futures (Task I) - broken to segments for kmittal'
This project received 10 bids from talented freelancers with an average bid price of $660 USD.Get free quotes for a project like this
Project Budget$250 - $750 USD
I want to implement minimum-VaR and minimum Variance Hedging strategies using commodity futures. please see attachment for min-VaR.
Econometric models to be used are:
OLS, Normal Mixture (static), Normal Mixture GARCH, Bivariate GARCH, Markov Regime Switching.
Kupic and Christoffersen test are also needed.
Comparison of Hedging effectiveness is required.
Looking to make some money?
- Set your budget and the timeframe
- Outline your proposal
- Get paid for your work
Hire Freelancers who also bid on this project
Looking for work?
Work on projects like this and make money from home!Sign Up Now
- The New York Times
- Wall Street Journal
- Times Online