Hedging effectiveness with S&P 500 index futures under different volatility regimes
Weijun Xu and Li Yang
| Year of publication: |
2009
|
|---|---|
| Authors: | Xu, Weijun ; Li, Yang |
| Published in: |
Financial hedging. - New York : Nova Science Publishers, ISBN 978-1-60692-665-9. - 2009, p. 95-117
|
| Subject: | Hedging | Volatilität | Volatility | Derivat | Derivative | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008799131