Evaluating the hedging performance of the constant and dynamic model in the Indian stock index futures market

M. A. Lagesh; Puja Padhi

Year of publication:	2009
Authors:	Lagesh, M. A. ; Padhi, Puja
Published in:	Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 7.2009, 1, p. 78-92
Subject:	Hedging \| Risikomaß \| Risk measure \| Mathematische Optimierung \| Mathematical programming \| Kointegration \| Cointegration \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| USA \| United States \| 2008

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