The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Sang-Kuck Chung
| Year of publication: |
2008
|
|---|---|
| Authors: | Chung, Sang-kuck |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101x. - Vol. 13.2008, 2 (30.11.), p. 325-347
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009929711