A copula-based regime-switching GARCH model for optimal futures hedging
Year of publication: |
2009
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Authors: | Lee, Hsiang-Tai |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 10, p. 946-972
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