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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Chen, Chi-chung"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
~subject:"Theorie"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
The journal of futures markets
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Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
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