Dynamic hedging with futures: A copula-based GARCH model
Article first published online: 9 SEP 2008
© 2008 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 28, Issue 11, pages 1095–1116, November 2008
How to Cite
Hsu, C.-C., Tseng, C.-P. and Wang, Y.-H. (2008), Dynamic hedging with futures: A copula-based GARCH model. J. Fut. Mark., 28: 1095–1116. doi: 10.1002/fut.20345
- Issue published online: 9 SEP 2008
- Article first published online: 9 SEP 2008
- Manuscript Accepted: JAN 2008
- Manuscript Received: OCT 2006
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