The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Sang-Kuck Chung
Year of publication: |
2008
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Authors: | Chung, Sang-kuck |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101x. - Vol. 13.2008, 2 (30.11.), p. 325-347
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