Hedge efficiency by using bivariate GARCH model
Bibliographic Information
- Title
- Hedge efficiency by using bivariate GARCH model
- Author
- Watanabe, T., Shibata, M.
Journal
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- Future Option Report, Osaka Securities Exchange (in Japanese) 16
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Future Option Report, Osaka Securities Exchange (in Japanese) 16 2-5, 2004
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Details 詳細情報について
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- CRID
- 1010282256785627806
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- Article Type
- journal article
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- Data Source
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- KAKEN