Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Tae H. Park ; Lorne N. Switzer
| Year of publication: |
1995
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|---|---|
| Authors: | Park, Tae H. |
| Other Persons: | Switzer, Lorne N. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 1, p. 61-67
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| Subject: | Index-Futures | Index futures | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | Kanada | Canada | 1988-1991 |
| 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/10001178117