Dynamic Hedging with Futures : A Copula-Based GARCH Model
Year of publication: |
[2008]
|
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Authors: | Hsu, Chih-Chiang |
Other Persons: | Tseng, Chih-Ping (contributor) ; Wang, Yaw-Huei (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Journal of Futures Markets, Forthcoming |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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