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Search: subject:"Minimum variance hedge ratio"
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Hedging
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ARCH model
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Asynchronous Markov switching
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Minimum-variance hedge ratio
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Lee, Hsiang-Tai
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Colombo business journal : international journal of theory & practice
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1
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
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2
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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3
An asynchronous regime switching GO GARCH model for optimal futures hedging
Lee, Hsiang-Tai
- In:
Global business and finance review
24
(
2019
)
3
,
pp. 65-78
Persistent link: https://www.econbiz.de/10012121320
Saved in:
4
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
-
2007
to estimate the
minimum-variance
hedge
ratio
for the FTSE (Financial Times and the London Stock Exchange) 100 Index …
Persistent link: https://www.econbiz.de/10009440897
Saved in:
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