Dynamic hedge ratio for stock index futures: application of threshold VECM
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Ming-Yuan Leon |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 42.2010, 11, p. 1403-1418
|