A semiparametric estimation of the optimal hedge ratio
Chunrong Ai, Arjun Chatrath, Frank Song
| Year of publication: |
2007
|
|---|---|
| Authors: | Ai, Chunrong ; Chatrath, Arjun ; Song, Frank M. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 47.2007, 2, p. 366-381
|
| Subject: | Rohstoffderivat | Commodity derivative | Hedging | USA | United States | 1969-1999 |
| 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/10003492932