An asynchronous regime switching GO GARCH model for optimal futures hedging

Hsiang-Tai Lee

Year of publication:	2019
Authors:	Lee, Hsiang-Tai
Published in:	Global business and finance review. - Seoul : People & Global Business Association, ISSN 2384-1648, ZDB-ID 2839730-7. - Vol. 24.2019, 3, p. 65-78
Subject:	Asynchronous Markov switching \| GO GARCH \| Minimum variance hedge ratio \| Index futures \| ARCH-Modell \| ARCH model \| Hedging \| Index-Futures \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Futures \| Derivat \| Derivative

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