Hedging with future : multivariante dynamic conditional correlation GARCH
Aleksey Kolokolov
| Year of publication: |
2012
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|---|---|
| Authors: | Kolokolov, Aleksey |
| Published in: |
Market risk and financial markets modeling. - Berlin : Springer, ISBN 3-642-27930-9. - 2012, p. 63-72
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| Subject: | Hedging | Index-Futures | Index futures | Aktienindex | Stock index | Börsenkurs | Share price | ARCH-Modell | ARCH model | Schätzung | Estimation | Russland | Russia | Deutschland | Germany | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009514454