Evaluating the hedging performance of the constant-correlation GARCH model
Donald Lien, Y. K. Tse and Albert K. C. Tsui
| Year of publication: |
2002
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Tse, Yiu Kuen ; Tsui, Albert K. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 11, p. 791-798
|
| Subject: | Hedging | ARCH-Modell | ARCH model | Vergleich | Comparison | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001711924