Artikel
An asynchronous regime switching GO GARCH model for optimal futures hedging
- Language
-
Englisch
- Bibliographic citation
-
Journal: Global Business & Finance Review (GBFR) ; ISSN: 2384-1648 ; Volume: 24 ; Year: 2019 ; Issue: 3 ; Pages: 65-78 ; Seoul: People & Global Business Association (P&GBA)
- Classification
-
Management
- Subject
-
Asynchronous Markov switching
GO GARCH
Minimum variance hedge ratio
Index futures
- Event
-
Geistige Schöpfung
- (who)
-
Lee, Hsiang-Tai
- Event
-
Veröffentlichung
- (who)
-
People & Global Business Association (P&GBA)
- (where)
-
Seoul
- (when)
-
2019
- DOI
-
doi:10.17549/gbfr.2019.24.3.65
- Handle
- Last update
- 10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Lee, Hsiang-Tai
- People & Global Business Association (P&GBA)
Time of origin
- 2019
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