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An asynchronous regime switching GO GARCH model for optimal futures hedging

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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:
Source: Verbunddaten SWB
Lizenzfreie Online-Ressourcen
ISSN: 2384-1648
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