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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H. - In: Applied financial economics 5 (1995) 3, pp. 131-137
Persistent link: https://www.econbiz.de/10001185274
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Risk management of real estate : the case of real estate swaps
Park, Tae H. - In: The journal of real estate finance and economics 11 (1995) 3, pp. 219-233
Persistent link: https://www.econbiz.de/10001201915