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Stock index hedging using a trend and volatility regime-swi..:
Su, EnDer
International Review of Economics & Finance. 47 (2017) - p. 233-254 , 2017
Link:
https://doi.org/10.1016/j.iref.2016.10.016
RT Journal T1 <Title>Stock index hedging using a trend and volatility regime-switching model involving hedging cost</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.iref.2016.10.016&Exemplar=1&LAN=DE A1 Su, EnDer PB Elsevier BV YR 2017 SN 1059-0560 JF International Review of Economics & Finance VO 47 SP 233 OP 254 LK http://dx.doi.org/https://doi.org/10.1016/j.iref.2016.10.016 DO https://doi.org/10.1016/j.iref.2016.10.016 SF ELIB - SuUB Bremen
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