An asynchronous regime switching GO GARCH model for optimal futures hedging

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Bibliographic Details

Published in:	Global business and finance review pages:65-78; volume:24; number:3; 24(2019), 3, Seite 65-78; year:2019
Authors and Corporations:	Lee, Hsiang-Tai (Author)
Type of Resource:	E-Book Component Part
Language:	English
published:	2019
Series:	Global business and finance review, 24(2019), 3, Seite 65-78
Subjects:	Asynchronous Markov switching GO GARCH Minimum variance hedge ratio Index futures Aufsatz in Zeitschrift
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen
ISSN:	2384-1648