Sudden changes in variance and time varying hedge ratios
| Year of publication: |
2011
|
|---|---|
| Authors: | Aragó, Vicent ; Salvador, Enrique |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 215.2011, 2 (1.12.), p. 393-404
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