Jian-Hui Yang, Ying-Ying Chen. A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA. In Ninth International Conference on Computational Intelligence and Security, CIS 2013, Emei Mountain, Sichan Province, China, December 14-15, 2013. pages 812-816, IEEE, 2013. [doi]
Abstract is missing.