Evaluating the hedging performance of the constant-correlation GARCH model
| Year of publication: |
2002
|
|---|---|
| Authors: | Lien, Donald ; Tse, Y.K. ; Tsui, Albert K.C. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 11, p. 791-798
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