Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Donald Lien and Keshab Shrestha
| Year of publication: |
2010
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Shrestha, Keshab |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 7/9, p. 627-636
|
| Subject: | Hedging | Rohstoffderivat | Commodity derivative | Derivat | Derivative | 1979-2002 |
| 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/10009009324