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Applied Economics Letters Volume 21, 2014 - Issue 12
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Original Articles

Dynamic hedging in stock index futures via copula multiplicative error model

Wen-chin ChenDepartment of Industrial Management, Chung Hua University, Hsinchu, Taiwan
,
Kai-ping LiuPh.D. Program of Technology Management, Chung Hua University, Hsinchu, Taiwan;Department of Finance, Ling Tung University, Taichung, TaiwanCorrespondence[email protected]
,
Yung-lieh YangDepartment of Finance, Ling Tung University, Taichung, Taiwan
&
Yi-hao LaiDepartment of Finance, Da-Yeh University, Changhua, Taiwan
Pages 801-805 | Published online: 15 Apr 2014

References

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