An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Donald Lien; Keshab Shrestha
| Year of publication: |
2007
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|---|---|
| Authors: | Lien, Da-hsiang Donald ; Shrestha, Keshab |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 2, p. 127-150
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| Subject: | Hedging | Zustandsraummodell | State space model | Schätzung | Estimation | Derivat | Derivative |
| 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/10010190357