Hedge ratio on Markov regime-switching diagonal Bekk–Garch...

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Hedge ratio on Markov regime-switching diagonal Bekk–Garch model

Zhipeng, Yan, Shenghong, Li
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Language:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2017.06.015
Date:
June, 2017
File:
PDF, 898 KB
english, 2017
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