Estimation of the optimal futures hedge ratio for equity index portfolios using a realized beta generalized autoregressive conditional heteroskedasticity model

Yu-Sheng Lai
  • Journal of Futures Markets, June 2018, Wiley
  • DOI: 10.1002/fut.21937

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

The following have contributed to this page: Dr Yu-Sheng Lai

In partnership with: