Determination of optimal hedging strategy for index futures : evidence from Turkey
Onur Olgun and Hakan Yetkiner
| Year of publication: |
2011
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|---|---|
| Authors: | Olgun, Onur ; Yetkiner, Hakan |
| 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. 47.2011, 6, p. 68-79
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| Subject: | futures pricing | hedging | M-GARCH | Hedging | Türkei | Turkey | Index-Futures | Index futures | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
| 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/10009563066