Open AccessAn Empirical Study on Hedging Performance of the Direct Hedge of KTB Futures by VECM and ECT-GARCH in Korea
Author(s) -
DoHyung Kim,
Chang Hyuck Oh,
ByungJin Yim
Publication year - 2012
Publication title -
yu'lasia yeon'gu/yurasia yeongu
Language(s) - English
Resource type - Journals
eISSN - 2733-6301
pISSN - 1738-3382
DOI - 10.31203/aepa.2012.9.1.004
Subject(s) - futures contract , autoregressive conditional heteroskedasticity , econometrics , hedge , economics , financial economics , volatility (finance) , ecology , biology