Work

Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note

Year: 1995

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990150106

Authors: Tae H. Park, Lorne N. Switzer

Institutions: Concordia University, Concordia University, Concordia 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: W2053928465

FWCI: 0.832

Cites: 19

Cited by: 201

Related to: 10