Work

An empirical investigation of the GARCH option pricing model: Hedging performance

Year: 2003

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.10109

Authors: Haynes H. M. Yung, Hua Zhang

Institutions: Hong Kong Metropolitan University, Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2159385667

FWCI: 1.651

Cites: 18

Cited by: 35

Related to: 10