Open AccessAn Asynchronous Regime Switching GO GARCH Model for Optimal Futures Hedging
Author(s) -
HsiangTai Lee
Publication year - 2019
Publication title -
global business and finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.206
H-Index - 6
eISSN - 2384-1648
pISSN - 1088-6931
DOI - 10.17549/gbfr.2019.24.3.65
Subject(s) - futures contract , asynchronous communication , autoregressive conditional heteroskedasticity , economics , econometrics , financial economics , computer science , telecommunications , volatility (finance)
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