The effects of structural breaks and long memory on currency hedging

Donald Lien; Li Yang

Year of publication:	2010
Authors:	Lien, Da-hsiang Donald ; Li, Yang
Published in:	The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 7, p. 607-632
Subject:	Devisenmarkt \| Foreign exchange market \| Hedging \| Strukturbruch \| Structural break \| ARCH-Modell \| ARCH model \| Währungsrisiko \| Exchange rate risk

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