Cite
MLA Citation
Yu‐Sheng Lai et al.. “A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging.” Journal of futures markets, vol. 37, no. 11, 2017, pp. 1124–1140. http://access.bl.uk/ark:/81055/vdc_100050247994.0x000061