Cite
HARVARD Citation
Lai, Y. et al. (2017). A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Journal of futures markets. 37 (11), pp. 1124-1140. [Online].
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Lai, Y. et al. (2017). A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Journal of futures markets. 37 (11), pp. 1124-1140. [Online].