Estimating the optimal hedge ratio in the presence of potential unknown structural breaks
Abdulnasser Hatemi-J
| Year of publication: |
2014
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 790-795
|
| Subject: | optimal hedge ratio | multiple breaks | US | UK | Strukturbruch | Structural break | Hedging | Theorie | Theory | 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://ebvufind01.dmz1.zbw.eu/10010398935