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The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects

Chng, Michael and Gannon, Gerard 2013, The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects. In Lee, Cheng-Few and Lee, Alice C. (ed), Encyclopedia of finance, Springer, New York, N. Y., pp.713-726.

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Title The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Author(s) Chng, Michael
Gannon, Gerard
Title of book Encyclopedia of finance
Editor(s) Lee, Cheng-Few
Lee, Alice C.
Publication date 2013
Chapter number 61
Total chapters 75
Start page 713
End page 726
Total pages 14
Publisher Springer
Place of Publication New York, N. Y.
ISBN 9781461453598
Edition 2nd
Language eng
Field of Research 150205 Investment and Risk Management
Socio Economic Objective 900199 Financial Services not elsewhere classified
HERDC Research category B1 Book chapter
Copyright notice ©2013, Springer
Persistent URL http://hdl.handle.net/10536/DRO/DU:30053517

Document type: Book Chapter
Collections: School of Accounting, Economics and Finance
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Created: Thu, 11 Jul 2013, 10:43:14 EST by Aysun Alpyurek

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