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~subject:"Theorie"
~person:"Lee, Hsiang-Tai"
~person:"Ayela Pastor, Rosa María"
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Lee, Hsiang-Tai
Ayela Pastor, Rosa María
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1
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
2
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:
3
The effects of asymmetries and regime switching on optimal futures hedging
Lee, Hsiang-Tai
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 133-136
Persistent link: https://www.econbiz.de/10003725345
Saved in:
4
Futuros financieros : características, valoración y evidencia empírica
Ayela Pastor, Rosa María
-
1997
Persistent link: https://www.econbiz.de/10000985309
Saved in:
5
Rentabilidad-riesgo en futuros de deuda a largo plazo
Ayela Pastor, Rosa María
- In:
Revista de economía aplicada : publicación cuatrimestral
4
(
1996
)
12
,
pp. 127-137
Persistent link: https://www.econbiz.de/10001231996
Saved in:
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