A note on the hedging effectiveness of GARCH models
Donald Lien
| Year of publication: |
2009
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|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 18.2009, 1, p. 110-112
|
| Subject: | Futures | Hedging | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003793400