Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches
| Year of publication: |
2010
|
|---|---|
| Authors: | Hughen, W. Keener |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 30.2010, 1 (1.1.), p. 71-100
|