Hedging systematic risk in the commodity market with a regime-switching multivariate rotated generalized autoregressive conditional heteroskedasticity model
| Year of publication: |
2018
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Lee, Hsiang-Tai ; Sheu, Her-Jiun |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - Vol. 38.2018, 12 (13.08.), p. 1514-1532
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21959 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082152