A semiparametric estimation of the optimal hedge ratio
| Year of publication: |
2007
|
|---|---|
| Authors: | Ai, Chunrong ; Chatrath, Arjun ; Song, Frank |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 47.2007, 2, p. 366-381
|
| Publisher: |
Elsevier |