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Applied Economics Letters Volume 14, 2007 - Issue 7
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Original Articles

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

Yuan-Hung Hsu Ku Department of Financial Operations, National Kaohsiung First University of Science and Technology, TaiwanCorrespondence[email protected]
,
Ho-Chyuan Chen Department of Financial Operations, National Kaohsiung First University of Science and Technology, Taiwan
&
Kuang-Hua Chen Department of Financial Operations, National Kaohsiung First University of Science and Technology, Taiwan
Pages 503-509 | Published online: 18 Jun 2007

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