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accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Lee, Sangyeol"
~subject:"Hedging"
~subject:"Markov chain"
~subject:"Volatility"
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Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
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