Open AccessAn Empirical Study on Hedging Performance of the Direct Hedge of KTB Futures by VECM and ECT-GARCH in Korea
Author(s) -
DoHeyoung Kim,
ByungJin Yim,
오창혁
Publication year - 2012
Publication title -
the journal of eurasian studies
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
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