PUBLICACIÓN
The use of Markov-Switching GARCH models in a Mexican rice spot price hedging algorithm with CME rice futures
2025 Quality and Quantity
CITAS
0
DOI
10.1007/s11135-025-02169-9
EID
2-s2.0-105007159840
ISSN
0033-5177
EISSN
1573-7845
AUTORES DE LA UEX