A random coefficient autoregressive Markov regime switching model for dynamic futures hedging
Hsiang-Tai Lee, Jonathan K. Yoder, Ron C. Mittelhammer, Jill J. McCluskeyVolume:
26
Year:
2006
Language:
english
Pages:
27
DOI:
10.1002/fut.20193
File:
PDF, 392 KB
english, 2006