%0 Journal Article %1 journals/tase/WangZJGQW20 %A Wang, Jia %A Zhou, MengChu %A Jin, Xiu %A Guo, Xiwang %A Qi, Liang %A Wang, Xu %D 2020 %J IEEE Trans Autom. Sci. Eng. %K dblp %N 2 %P 621-632 %T Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model. %U http://dblp.uni-trier.de/db/journals/tase/tase17.html#WangZJGQW20 %V 17

@article{journals/tase/WangZJGQW20, added-at = {2024-10-15T00:00:00.000+0200}, author = {Wang, Jia and Zhou, MengChu and Jin, Xiu and Guo, Xiwang and Qi, Liang and Wang, Xu}, biburl = {https://www.bibsonomy.org/bibtex/211dda8508a8f56308b9f65103ea1a273/dblp}, ee = {https://doi.org/10.1109/TASE.2019.2938673}, interhash = {23bcb3a69c0d8bc18e99a9da5e28cab7}, intrahash = {11dda8508a8f56308b9f65103ea1a273}, journal = {IEEE Trans Autom. Sci. Eng.}, keywords = {dblp}, number = 2, pages = {621-632}, timestamp = {2024-10-21T07:08:48.000+0200}, title = {Variance Minimization Hedging Analysis Based on a Time-Varying Markovian DCC-GARCH Model.}, url = {http://dblp.uni-trier.de/db/journals/tase/tase17.html#WangZJGQW20}, volume = 17, year = 2020 }