Optimal Hedging with a Regime-Switching Time-Varying Correlation GARCH Model

Lee, H., J.K. Yoder. 2007. Optimal Hedging with a Regime-Switching Time-Varying Correlation GARCH Model Journal of Futures Markets. 27(5)(May):495-516.

URL: http://dx.doi.org/10.1002/fut.20256


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