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Forward Volatility Hedge (Yueh-Neng Lin)

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Date2008.07.14

Hit4700

2-2-TW-ForwardVolatilityHedge_Yueh-NengLin_.pdf

다음 게시물

Hedging Performance of Commodity Futures: Out-of-Sample Evaluation of Multivariate GARCH Models (Gyu-Hyen Moon, Wei-Choun Yu, Chung-Hyo Hong)

2008.07.14

이전 게시물

Multiscale hedge ratio between the stock and futures markets: A new approach using wavelet analysis and high frequency data (Francis In, Sangbae Kim)

2008.07.14

Korean