Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches

제목
Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches
저자
PARK, SUNG YONG ; JEI, SANG YOUNG
발행일
2010
저널명
Journal of Futures Markets
권
30
페이지
71 ~ 99