Estimation of constant and time-varying hedge rations for Indian stock index futures market : evidence form the national stock exchange
P Srinivasan
| Year of publication: |
2011
|
|---|---|
| Authors: | Srinivasan, P. |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 17.2011, 2, p. 25-45
|
| Subject: | Hedging | Index-Futures | Index futures | Kleinste-Quadrate-Methode | Least squares method | VAR-Modell | VAR model | Kointegration | Cointegration | ARCH-Modell | ARCH model | Schätzung | Estimation | Indien | India | 2000-2009 |
| 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/10009009649