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A copula-based regime-switching GARCH model for optimal futures hedging
Lee, Hsiang-tai - In: The journal of futures markets 29 (2009) 10, pp. 946-972
Persistent link: https://www.econbiz.de/10003900947
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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