Evaluating the hedging performance of the constant-correlation GARCH model

Applied Financial Economics

Volumn 12, Issue 11, 2002, Pages 791-798

  Lien, Donald ^a   Tse, Y K ^a   Tsui, Albert K C ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; ESTIMATION METHOD; LEAST SQUARES METHOD; PERFORMANCE ASSESSMENT; STOCK MARKET;

EID: 8644231283     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100110046045     Document Type: Article

References (17)

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