Work

A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios

Year: 2007

Type: article

Source: Applied Economics

DOI: 10.1080/00036840500438970

Authors: Hsiang-Tai Lee, Jonathan K. Yoder

Institutions: National Chi Nan University, Washington State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1963574366

FWCI: 10.64

Cites: 38

Cited by: 94

Related to: 10