Dynamic hedging with futures: A copula-based GARCH model

Journal of Futures Markets

Volumn 28, Issue 11, 2008, Pages 1095-1116

  Hsu, Chih Chiang ^a   Tseng, Chih Ping ^a   Wang, Yaw Huei ^b  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 55449088052     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20345     Document Type: Article

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