Jump-Dependent Model for Optimal Index Futures Hedging in Five Major Asian Stock Markets
Lai, Yi-Hao, Wang, Yi-ChiuanVolume:
52
Language:
english
Journal:
Emerging Markets Finance and Trade
DOI:
10.1080/1540496X.2015.1117875
Date:
April, 2016
File:
PDF, 339 KB
english, 2016