//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of risk"
~language:"eng"
~person:"Li, Jinzhi"
~subject:"Impact assessment"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Report on global environmental...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Impact assessment
Volatility
ARCH model
1
ARCH-Modell
1
CSI 300 Index futures
1
Hedging
1
Index futures
1
Index-Futures
1
Markov chain
1
Markov-Kette
1
Markov-switching (MS) dynamic copula
1
Multivariate Verteilung
1
Multivariate distribution
1
Theorie
1
Theory
1
Volatilität
1
hedging effectiveness
1
optimal hedge ratios
1
stochastic volatility (SV)
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Li, Jinzhi
Published in...
All
Journal of risk
Review of derivatives research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->