We thank Donald Chance, Chris Gilbert, Ke Tang, Lawrence Zhang, Jari Kappi, Yuelan Chen, and seminar participants at The University of Adelaide, NKFUST, NTUST, SHFE, and UNSW. Liu acknowledges funding support from the National Nature Science Funds of China (71073026; 71173096) and the 985 Engineering Innovation Base at Fudan University. Chng acknowledges funding support from the Australian Center for Financial Studies. We retain full property rights to all existing errors.
Hedging Industrial Metals With Stochastic Volatility Models
Version of Record online: 3 APR 2014
© 2014 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 8, pages 704–730, August 2014
How to Cite
Liu, Q., Chng, M. T. and Xu, D. (2014), Hedging Industrial Metals With Stochastic Volatility Models. J. Fut. Mark., 34: 704–730. doi: 10.1002/fut.21671
- Issue online: 8 JUL 2014
- Version of Record online: 3 APR 2014
- Manuscript Accepted: 1 FEB 2014
- Manuscript Received: 1 JAN 2014
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