Combining the effects of OLS and spread on futures hedging : evidence fromthe Taiwan stock index
Ting-Yi Wu
| Year of publication: |
2014
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|---|---|
| Authors: | Wu, Ting-Yi |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, Suppl.5, p. 214-228
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| Subject: | dynamic hedge ratio | hedge effectiveness | high-order moment | mean-variance utility | spread | Hedging | Taiwan | ARCH-Modell | ARCH model | Derivat | Derivative | Index-Futures | Index futures | Futures | Theorie | Theory |
| 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/10010486502