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source:"edz"
~isPartOf:"Applied financial economics"
~source:"econis"
~subject:"Hedging"
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ECONIS (ZBW)
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1
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-tai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1145-1157
Persistent link: https://www.econbiz.de/10009317429
Saved in:
2
Hedging with zero-value at risk hedge ratio
Hung, Jui-cheng
;
Chiu, Chien-liang
;
Lee, Mingchih
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10003291892
Saved in:
3
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
4
Hedging interest rate risk with multivariate GARCH
Rossi, Eduardo
;
Zucca, Claudio
- In:
Applied financial economics
12
(
2002
)
4
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001671106
Saved in:
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