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dc.contributor.authorRoengchai Tansuchaten_US
dc.contributor.authorParavee Maneejuken_US
dc.contributor.authorSongsak Sriboonchittaen_US
dc.description.abstract© Springer International Publishing AG 2016. This study attempts to evaluate appropriately the optimal hedge ratio and hedging effectiveness between spot and futures returns of precious metals with a special concern in gold, silver, and platinum. We employ the Markov switching dynamic copula model to measure the dependence structure between spot and futures returns of these precious metals and then evaluate the hedging strategies. Evidence from this study can bring about the contribution to the discussion on this area.en_US
dc.subjectComputer Scienceen_US
dc.titleVolatility hedging model for precious metal futures returnsen_US
dc.typeBook Seriesen_US
article.title.sourcetitleLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)en_US
article.volume9978 LNAIen_US Mai Universityen_US
Appears in Collections:CMUL: Journal Articles

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