A markov regime switching approach for hedging stock indices

Journal of Futures Markets

Volumn 24, Issue 7, 2004, Pages 649-674

  Alizadeh, Amir ^a   Nomikos, Nikos ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2942563796     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10130     Document Type: Article

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