Open AccessThe Out-of-Sample Forecasting of Hedged Portfolio Variances using Bivariate Mixed Normal GARCH Models
Author(s) -
SangKuck Chung
Publication year - 2008
Publication title -
journal of economic research (jer)
Language(s) - English
Resource type - Journals
eISSN - 2713-6418
pISSN - 1226-4261
DOI - 10.17256/jer.2008.13.2.006
Subject(s) - bivariate analysis , autoregressive conditional heteroskedasticity , econometrics , portfolio , sample (material) , statistics , mathematics , economics , financial economics , volatility (finance) , chemistry , chromatography
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