Work

A Markov regime switching approach for hedging stock indices

Year: 2004

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.10130

Authors: Amir Alizadeh, Nikos Nomikos

Institution: City, University of London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2128693036

FWCI: 3.475

Cites: 46

Cited by: 115

Related to: 10