A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, Hsiang-Tai ; Yoder, Jonathan K. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 10-12, p. 1253-1266
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