Hedge efficiency by using bivariate GARCH model
書誌事項
- タイトル
- Hedge efficiency by using bivariate GARCH model
- 著者
- Watanabe, T., Shibata, M.
収録刊行物
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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