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The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects

  • Chng M
  • Gannon G
Springer US, (2013), 713-725
DOI: 10.1007/978-1-4614-5360-4_61
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Chng, M. T., & Gannon, G. L. (2013). The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects. In Encyclopedia of Finance (pp. 713–725). Springer US. https://doi.org/10.1007/978-1-4614-5360-4_61

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