Evaluating the hedging performance of the...

Applied Financial Economics 2002 / 11 Vol. 12; Iss. 11

Evaluating the hedging performance of the constant-correlation GARCH model

Lien, Donald, Tse, Y. K., Tsui, Albert K. C.
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Volume:
12
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100110046045
Date:
November, 2002
File:
PDF, 321 KB
english, 2002
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