(1)A Markov regime switching approach for hedging stock indices
Amir Alizadeh[size=-1], Nikos Nomikos
[size=-1]
Journal of Futures Markets
Volume 24 Issue 7, Pages 649 - 674
Published Online: 5 May 2004
(2)
A Markov regime-switching ARMA approach for hedging stock indices
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Chao-Chun Chen 1, Wen-Jen Tsay 2 *
Journal of Futures Markets
Early View (Articles online in advance of print)
Published Online: 27 Apr 2010
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