Journal of Futures Markets

Cover image for Journal of Futures Markets

February 2006

Volume 26, Issue 2

Pages 103–207

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. A random coefficient autoregressive Markov regime switching model for dynamic futures hedging (pages 103–129)

      Hsiang-Tai Lee, Jonathan K. Yoder, Ron C. Mittelhammer and Jill J. McCluskey

      Version of Record online: 14 DEC 2005 | DOI: 10.1002/fut.20193

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