Open AccessAn Empirical Study on Hedge Performance of Won/Euro Futures Markets : Naive, OLS, VECM vs ECT-GARCH(1,1) Model
Author(s) -
Chunghyo Hong
Publication year - 2009
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2009.8.1.005
Subject(s) - futures contract , autoregressive conditional heteroskedasticity , economics , econometrics , hedge , financial economics , volatility (finance) , ecology , biology