Dynamic hedging with futures: A copula‐based GARCH model

By Chih-Chiang Hsu, Chih-Ping Tseng, Yaw‐Huei Wang. 2008

129 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c0512bd35a0f833e71d3897e4322b6b903c07317