Work

Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH

Year: 2015

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2015.08.017

Author: Jonathan Dark

Institution: The University of Melbourne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1196427486

FWCI: 1.915

Cites: 70

Cited by: 20

Related to: 10