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Optimal hedging with a regime-switching time-varying correlation GARCH model
Lee, Hsiang-tai
;
Yoder, Jonathan
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10003493100
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Optimal hedging with a regime-switching time-varying correlation GARCH model
Lee, Hsiang-Tai
;
Yoder, Jonathan
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 495
Persistent link: https://www.econbiz.de/10007613552
Saved in:
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