Multiproduct Optimal Hedging by Time Varying Correlations in a State Dependent Model of Regime Switching

Conference paper

Barry K Goodwin and Hernan A Tejeda

AAEA Annual Meeting

2010

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Title: Multiproduct Optimal Hedging by Time Varying Correlations in a State Dependent Model of Regime Switching
Creators: Barry K Goodwin
Hernan A Tejeda
Conference: AAEA Annual Meeting
Identifiers: 996631960701851
Academic Unit: Twin Falls Research and Extension Center; Agricultural Economics and Rural Sociology; Rangeland Center
Language: English
Resource Type: Conference paper