Hedging effeciveness of cross-listend Nifty index futures
Year of publication: |
2019
|
---|---|
Authors: | Kumar, K. Kiran ; Bose, Shreya |
Published in: |
Global economy journal : GEJ. - [Erscheinungsort nicht ermittelbar] : World Scientific, ISSN 1553-5304, ZDB-ID 2167267-2. - Vol. 19.2019, 2, p. 1950011-1-13
|
Subject: | Stock index futures | optimal hedging strategies | MGARCH | Hedging | Index-Futures | Index futures | Derivat | Derivative |
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