Dynamic hedging with futures: a copula-based GARCH model with high-frequency data
Crossref DOI link: https://doi.org/10.1007/s11147-018-9142-1
Published Online: 2018-02-20
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lai, Yu-Sheng http://orcid.org/0000-0003-1344-0817
Funding for this research was provided by:
Ministry of Science and Technology, Taiwan (103-2410-H-260-011)
Text and Data Mining valid from 2018-02-20
Article History
First Online: 20 February 2018