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"A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Jian-Hui Yang, Ying-Ying Chen (2013)

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DOI: 10.1109/CIS.2013.177

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Jian-Hui Yang, Ying-Ying Chen:
A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA. CIS 2013: 812-816

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last updated on 2023-03-23 23:58 CET by the dblp team

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