The New Method for Independent Fat-Tailed Components

The innovation in this paper is particularly the hedging term and, you know, the use of that when the price of the portfolio is fixed and needs to be hedged. I would say, what's next? Do you have any continuation of this stream of research? Yeah, I do. So now I'm kind of moving away from stationarity and looking at, in essence, how do you ensure that these components are as stationary as possible so that any parameter estimation remains valid for as long out of sample as possible.