【作者(必填)】Hsiang-Tai Leea & Jonathan K. Yoderb*

【文题(必填)】A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios

【年份(必填)】2007

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/00036840500438970