A simplified approach to modeling the co-movement of asset returns
Richard D. F. Harris; Evarist Stoja; Jon Tucker
| Year of publication: |
2007
|
|---|---|
| Authors: | Harris, Richard D. F. ; Stoja, Evarist ; Tucker, Jon |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 6, p. 575-598
|
| Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Hedging | Index-Futures | Index futures | Großbritannien | United Kingdom | 1984-2006 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003493113