Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note
| Year of publication: |
1995
|
|---|---|
| Authors: | Park, Tae H. ; Switzer, Lorne N. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 15.1995, 1, p. 61-67
|
| Publisher: |
John Wiley & Sons, Ltd. |