An Asynchronous Regime Switching GO GARCH Model for Optimal Futures Hedging
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: GLOBAL BUSINESS FINANCE REVIEW
سال: 2019
ISSN: 1088-6931,2384-1648
DOI: 10.17549/gbfr.2019.24.3.65