Restricted VAR hedging with the presence of multiple breaks
Chien-Liang Chiu; Jer-Shiou Chiou; Pei-Shan Wu
Year of publication: |
2007
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Authors: | Chiu, Chien-Liang ; Chiou, Jer-Shiou ; Wu, Pei-Shan |
Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 20951541. - Vol. 10.2007, 1, p. 1-9
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