Dynamic hedging with futures: A copula-based GARCH model
| Year of publication: |
2008
|
|---|---|
| Authors: | Hsu, Chih-Chiang ; Tseng, Chih-Ping ; Wang, Yaw-Huei |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 11, p. 1095
|