Estimating the optimal hedge ratio with focus information criterion
Donald Lien; Keshab Shrestha
| Year of publication: |
2005
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Shrestha, Keshab |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 10, p. 1011-1024
|
| Subject: | Hedging | Derivat | Derivative | Industrieländer | Industrialized countries | Kointegration | Cointegration |
| 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/10003185641