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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Chevallier, Julien"
~person:"Dark, Jonathan"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~person:"Stadtmann, Georg"
~subject:"ARCH-Modell"
~subject:"EU countries"
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Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
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