Statistical properties of post-sample hedging effectiveness
Year of publication: |
2007
|
---|---|
Authors: | Lien, Da-hsiang Donald |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 3, p. 293-300
|
Subject: | Hedging | Schätztheorie | Estimation theory | Futures | Theorie | Theory | Welt | World | 1979-1997 |
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