PUBLICACIÓN

The use of Markov-Switching GARCH models in a Mexican rice spot price hedging algorithm with CME rice futures

ACCEDER A LA PUBLICACIÓN: Scopus

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