Optimal hedging with a regime-switching time-varying correlation GARCH model.

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Bibliographic Details
Title:	Optimal hedging with a regime-switching time-varying correlation GARCH model.
Authors:	Lee, Hsiang-Tai¹ sagerlee@ncnu.edu.tw, Yoder, Jonathan²
Source:	Journal of Futures Markets. May2007, Vol. 27 Issue 5, p495-516. 22p. 3 Charts, 12 Graphs.
Database:	Business Source Ultimate

Description
ISSN:	02707314
DOI:	10.1002/fut.20256