On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios

Applied Economics Letters

Volumn 14, Issue 7, 2007, Pages 503-509

  Ku, Yuan Hung Hsu ^a   Chen, Ho Chyuan ^a   Chen, Kuang Hua ^a  

^a NATIONAL KAOHSIUNG UNIVERSITY OF APPLIED SCIENCES   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; CURRENCY MARKET; ERROR CORRECTION; NUMERICAL MODEL; OPTIMIZATION;

ASIA; EURASIA; EUROPE; FAR EAST; JAPAN; UNITED KINGDOM; WESTERN EUROPE;

EID: 34250872307     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500447331     Document Type: Article

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