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

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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
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DbLabel: Business Source Ultimate
An: 24421440
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Futures+Markets%22">Journal of Futures Markets</searchLink>. May2007, Vol. 27 Issue 5, p495-516. 22p. 3 Charts, 12 Graphs.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=24421440
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        Value: 10.1002/fut.20256
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      – Code: eng
        Text: English
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        PageCount: 22
        StartPage: 495
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      – TitleFull: Optimal hedging with a regime-switching time-varying correlation GARCH model.
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              Text: May2007
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              Y: 2007
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