Cite
HARVARD Citation
Lai, Y. et al. (2017). A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Journal of futures markets. 37 (9), pp. 913-929. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Lai, Y. et al. (2017). A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Journal of futures markets. 37 (9), pp. 913-929. [Online].