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An asynchronous regime switching GO GARCH model for optimal futures hedging

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Bibliographic Details
Published in: Global business and finance review 24(2019), 3, Seite 65-78
Type of Resource: E-Book Component Part
Language: English
published:
2019
Series: : Global business and finance review, 24(2019), 3, Seite 65-78
, volume:24
Subjects:
Aufsatz in Zeitschrift
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 2384-1648
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