'Matlab Expert for hedging with commodity futures (Task I) - broken to segments for kmittal'

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Project Description

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.

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