"Variance Minimization Hedging Analysis Based on a Time-Varying Markovian ..."

Jia Wang et al. (2020)

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DOI: 10.1109/TASE.2019.2938673

access: closed

type: Journal Article

metadata version: 2024-10-15

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Jia Wang, MengChu Zhou, Xiu Jin, Xiwang Guo, Liang Qi, Xu Wang:
Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model. IEEE Trans Autom. Sci. Eng. 17(2): 621-632 (2020)

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