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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
Cover Image
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