A Random Coefficient Autoregressive Markov Regime Switching Model for Dynamic Futures Hedging

Lee, H., J. Yoder, R.C. Mittelhammer, J.J. McCluskey. 2006. A Random Coefficient Autoregressive Markov Regime Switching Model for Dynamic Futures Hedging The Journal of Futures Markets. 26(2)(February):103-129.

URL: http://dx.doi.org/10.1002/fut.20193


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