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

  • Sang Young Jei
제목
Estimation of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches
저자
Sang Young Jei
학회명
6th Annual Missouri Economic Conference
개최국가
미국
학회 개최일
2006-03-31 ~ 2006-04-01