A Markov regime switching approach for hedging stock indices
| Year of publication: |
2004
|
|---|---|
| Authors: | Alizadeh, Amir ; Nomikos, Nikos |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 7, p. 649-674
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