Article citationsMore>>

Lai, Y.S. (2018) Dynamic Hedging with Futures: A Copula-Based GARCH Model with High-Frequency Data. Review of Derivatives Research, 21, 307-329.
https://doi.org/10.1007/s11147-018-9142-1

has been cited by the following article:

Follow SCIRP
Twitter Facebook Linkedin Weibo
Contact us
+1 323-425-8868
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top