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A risk-tolerance hedging strat...
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Applied financial economics
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On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-sheng
;
Sheu, Her-jiun
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 801-813
Persistent link: https://www.econbiz.de/10009231586
Saved in:
2
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
Saved in:
3
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-Jiun
;
Lee, Hsiang-Tai
- In:
Applied financial economics
22
(
2012
)
6
,
pp. 479-490
Persistent link: https://www.econbiz.de/10009818910
Saved in:
4
On the importance of asymmetries for dynamic hedging during the subprime crisis
Lai, Yu-Sheng
;
Sheu, Her-Jiun
- In:
Applied financial economics
21
(
2011
)
11
,
pp. 801-814
Persistent link: https://www.econbiz.de/10009029202
Saved in:
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