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The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang - In: Applied economics 43 (2011) 19/21, pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
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The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang - In: Applied economics 55 (2023) 11, pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
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The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-Liang - In: Applied economics 43 (2011) 21, pp. 2627-2641
Persistent link: https://www.econbiz.de/10009186185