Multiperiod hedging in the presence of conditional heteroskedasticity
| Year of publication: |
1994
|
|---|---|
| Authors: | Lien, Donald ; Luo, Xiangdong |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 8, p. 927-955
|
| Publisher: |
John Wiley & Sons, Ltd. |