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~person:"Lee, Hsiang-Tai"
~source:"econstor"
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Asynchronous Markov switching
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Lee, Hsiang-Tai
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Global Business & Finance Review (GBFR)
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An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012286686
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