1

A copula-based regime-switching GARCH model for optimal futures hedging

Year:
2009
Language:
english
File:
PDF, 264 KB
english, 2009
2

Cross hedging single stock with American Depositary Receipt and stock index futures

Year:
2011
Language:
english
File:
PDF, 1.24 MB
english, 2011
3

Optimal hedging with a regime-switching time-varying correlation GARCH model

Year:
2007
Language:
english
File:
PDF, 307 KB
english, 2007
4

Regime switching correlation hedging

Year:
2010
Language:
english
File:
PDF, 609 KB
english, 2010
26

Optimal futures hedging under jump switching dynamics

Year:
2009
Language:
english
File:
PDF, 946 KB
english, 2009
27

Rationale of myomectomy for perimenopausal women

Year:
2007
Language:
english
File:
PDF, 68 KB
english, 2007
47

A full jump switching level GARCH model for short-term interest rate

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
48

Optimal Futures Hedging Under Multichain Markov Regime Switching

Year:
2014
Language:
english
File:
PDF, 532 KB
english, 2014
49

Regime switching fractional cointegration and futures hedging

Year:
2011
Language:
english
File:
PDF, 273 KB
english, 2011