Volatility hedging model for precious metal futures returns
© Springer International Publishing AG 2016. This study attempts to evaluate appropriately the optimal hedge ratio and hedging effectiveness between spot and futures returns of precious metals with a special concern in gold, silver, and platinum. We employ the Markov switching dynamic copula model t...
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| Main Authors: | , , |
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| 格式: | Book Series |
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2018
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| 主題: | |
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006049770&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55574 |
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| 機構: | Chiang Mai University |
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