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‘Matlab Expert for hedging with commodity futures (Task I) – broken to segments for kmittal’ by Scheller

Posted by Dissertation Proofreading Service Edinburgh.

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… (Budget: $250-$750 USD, Jobs: Algorithm, Financial Markets, Matlab & Mathematica)

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