Work

A note on the hedging effectiveness of GARCH models

Year: 2007

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2007.07.004

Author: Donald Lien

Institution: The University of Texas at San Antonio

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1982631902

FWCI: 3.549

Cites: 11

Cited by: 44

Related to: 10