Dynamic hedging performance with the evaluation of multivariate GARCH models : evidence from KOSTAR index futures
Gyu-Hyen Moon, Wei-Choun Yu and Chung-Hyo Hong
| Year of publication: |
2009
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|---|---|
| Authors: | Moon, Gyu-hyen ; Yu, Wei-choun ; Hong, Chung-hyo |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 7/9, p. 913-919
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| Subject: | Hedging | ARCH-Modell | ARCH model | Index-Futures | Index futures | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| 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/10003855529