Optimal hedging with a regime-switching time-varying correlation GARCH model
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, Hsiang-Tai ; Yoder, Jonathan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 5, p. 495
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