Taylo&Francis Online的文献求助

1.
【作者(必填)】

Kuang-Liang Chang

【文题(必填)】
The optimal value-at-risk hedging strategy underbivariate regime switching ARCH framework
【年份(必填)】
Applied Economics，Volume 43, Issue 21, 2011【全文链接或数据库名称(选填)】
http://www.tandfonline.com/doi/abs/10.1080/00036840903299771
2.
【作者(必填)】
Jui-Cheng Hung Chien-Liang Chiu & Ming-Chih Lee
【文题(必填)】
Hedging with zero-value at risk hedge ratio
【年份(必填)】
Applied Financial Economics，Volume 16, Issue 3, 2006
【全文链接或数据库名称(选填)】
http://www.tandfonline.com/doi/abs/10.1080/096031005003941273.
3.
【作者(必填)】
Jui-Cheng Hungab* & Ming-Chih Leea
【文题(必填)】
Hedging for multi-period downside risk in thepresence of jump dynamics and conditionalheteroskedasticity
【年份(必填)】
Applied Economics，Volume 39, Issue 18, 2007
【全文链接或数据库名称(选填)】
http://www.tandfonline.com/doi/abs/10.1080/00036840600707118

The optimal value-at-risk hedging strategy underbivariate regime switching ARCH framework

Hedging with zero-value at risk hedge ratio

Hedging for multi-period downside risk in thepresence of jump dynamics and conditionalheteroskedasticity

jigesi 发表于 2012-7-30 23:10
The optimal value-at-risk hedging strategy underbivariate regime switching ARCH framework

多谢 我们学校没有Taylor&Francis Online使用权