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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
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A full jump switching level GARCH model for short-term interest rate
Sheu, Her-Jiun; Lee, Hsiang-Tai - In: Applied financial economics 22 (2012) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10009818910
Cover Image
Regime switching fractional cointegration and futures hedging
Lee, Hsiang-Tai - In: Applied financial economics 21 (2011) 15, pp. 1145-1158
Persistent link: https://www.econbiz.de/10009181346
Cover Image
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun; Lee, Hsiang-tai - In: Applied financial economics 22 (2012) 4/6, pp. 479-489
Persistent link: https://www.econbiz.de/10009581297