Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, Ming-Chih ; Hung, Jui-Cheng |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 39.2007, 18, p. 2403
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