Currency Hedging Strategies Using Histogram-Valued Data: Bivariate Markov Switching GARCH Models
Previous studies aimed at determining hedging strategies commonly used daily closing spot and futures prices for the analysis and strategy building. However, the daily closing price might not be the appropriate for price in some or all trading days. This is because the intraday data at various minut...
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| Autores principales: | , , , |
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| Formato: | article |
| Lenguaje: | EN |
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MDPI AG
2021
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| Acceso en línea: | https://doaj.org/article/e0d52d01753940b585e5bfc7f7d1c329 |
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