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~person:"Kim, Seokchin"
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1) model
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Bivariate GJR-GARCH (1
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Commodity exchange
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Kim, Seokchin
Allen, David E.
4
Preminger, Arie
4
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4
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3
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3
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Eurasian Economic Review
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
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Hedging with mini gold futures : evidence from Korea
Kim, Seokchin
;
Park, Cheolho
;
Yun, Youngjun
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10010514760
Saved in:
2
Hedging with mini gold futures: evidence from Korea
Kim, Seokchin
;
Park, Cheolho
;
Yun, Youngjun
- In:
Eurasian Economic Review
4
(
2014
)
2
,
pp. 163-176
as the bivariate GJR-
GARCH
(
1
,1) model. Our empirical results maintain that the time varying GJR-
GARCH
(
1
,1) model yields …
Persistent link: https://www.econbiz.de/10011151922
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