Dynamic hedging in stock index futures via copula multiplicative error model
Chen, Wen-chin, Liu, Kai-ping, Yang, Yung-lieh, Lai, Yi-haoVolume:
21
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504851.2013.849373
Date:
August, 2014
File:
PDF, 133 KB
english, 2014