Estimation of the opitmal futures hedge
Year of publication: |
1988
|
---|---|
Authors: | Cecchetti, Stephen G. |
Other Persons: | Cumby, Robert (contributor) ; Figlewski, Stephen (contributor) |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 70.1988, 4, p. 623-630
|
Subject: | Derivat | Derivative | Schätztheorie | Estimation theory | Theorie | Theory |
-
Improving grid-based methods for estimating value at risk of fixed-income portfolios
Gibson, Michael S., (2000)
-
Östermark, Ralf, (1992)
-
Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio, (1994)
- More ...
-
Estimation of the optimal futures hedge
Cecchetti, Stephen G., (1986)
-
International asset allocation with time varying risk: an analysis and implementation
Cumby, Robert, (1994)
-
International asset allocation with time varying risk : an analysis and implementation
Cumby, Robert, (1994)
- More ...