Bivariate mixed normal GARCH models and out-of-sample hedge performances
Sang-Kuck Chung
| Year of publication: |
2009
|
|---|---|
| Authors: | Chung, Sang-kuck |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 6.2009, 3, p. 130-137
|
| Subject: | Hedging | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003888006