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

Literals

• bibo:volume
  • 59
• bibo:doi
  • 10.1007/s11135-025-02169-9
• dcterms:contributor
• dcterms:creator
  • De la Torre-Torres O.V.
• dcterms:publisher
  • Quality and Quantity
• ou:eid
  • 2-s2.0-105007159840
• bibo:eissn
  • 1573-7845
• fabio:hasPublicationYear
  • 2025
• vivo:identifier
  • 2025-1597
• bibo:issn
  • 0033-5177
• ou:tipoPublicacion
  • Article
• dcterms:title
  • The use of Markov-Switching GARCH models in a Mexican rice spot price hedging algorithm with CME rice futures
• vcard:url
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=105007159840&origin=inward
• ou:urlScopus
  • https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=105007159840&origin=inward
• ou:vecesCitado
  • 0

Typed Literals

• dcterms:created
  • 2025-06-01T00:00:00 (xsd:dateTime)

Inverse Relations

• Has related: ou:tienePublicacion
  • AMADOR DURÁN SÁNCHEZ