Dynamic hedging with futures : a copula-based GARCH model
Chih-Chiang Hsu; Chih-Ping Tseng; Yaw-Huei Wang
| Year of publication: |
2008
|
|---|---|
| Authors: | Hsu, Chih-chiang ; Tseng, Chih-Ping ; Wang, Yaw-Huei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 11, p. 1095-1116
|
| Subject: | Futures | Hedging | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Theorie | Theory | USA | United States | 1995-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003770071