Media type: E-Article Title: An asynchronous regime switching GO GARCH model for optimal futures hedging Contributor: Lee, Hsiang-Tai [Author] imprint: Seoul: People & Global Business Association (P&GBA), 2019 Language: English DOI: https://doi.org/10.17549/gbfr.2019.24.3.65 ISSN: 2384-1648 Keywords: Index futures ; Asynchronous Markov switching ; GO GARCH ; Minimum variance hedge ratio Origination: Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen. Access State: Open Access Rights information: Attribution - Non Commercial (CC BY-NC) Attribution - Non Commercial (CC BY-NC)