A Markov Regime Switching approach for hedging stock indices
Year of publication: |
2004
|
---|---|
Authors: | Alizadeh-Masoodian, Amir H. ; Nomikos, Nikos |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 7, p. 649-674
|
Subject: | Index-Futures | Index futures | Hedging | Markov-Kette | Markov chain |
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