A random coefficient autoregressive Markov regime switching model for dynamic futures hedging
| Year of publication: |
2006
|
|---|---|
| Authors: | Lee, Hsiang-Tai ; Yoder, Jonathan K. ; Mittelhammer, Ron C. ; Mccluskey, Jill J. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 2, p. 103-130
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