On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios

Author： Ku Yuan-Hung Hsu   Chen Ho-Chyuan   Chen Kuang-Hua  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.14, Iss.7, 2007-06, pp. : 503-509

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