Cédric de Ville de Goyet

KU Leuven

Oude Markt 13

Leuven, Vlaams-Brabant 3000

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

410

CITATIONS

0

Scholarly Papers (3)

1.

Comparing Conditional Hedging Strategies

Number of pages: 27 Posted: 18 Jan 2008
Cédric de Ville de Goyet
KU Leuven
Downloads 161 (148,087)

Abstract:

GARCH, Hedging, Strategy, Portfolio, Variance, IT, Performance, Time, Tests, Order, Effectiveness, Information, Database

2.

Testing Futures Returns Predictability: Implications for Hedgers

Number of pages: 28 Posted: 09 Nov 2007
Piet Sercu, Geert Dhaene and Cédric de Ville de Goyet
FEB at KU Leuven, KU Leuven - Department of Economics and KU Leuven
Downloads 157 (156,028)

Abstract:

Average derivative estimates, Futures market, Hedging, Futures, IT, Expected, Forecasting, Variables, Indexes, Estimator, Information, Implications, Risk

3.

The Performance of the A0 (N) Diffusion Model to Hedge a Forward Commitment in the Corn Market

Number of pages: 28 Posted: 18 Jan 2008
Cédric de Ville de Goyet
KU Leuven
Downloads 74 (264,626)

Abstract:

Research