Hedging with the international equity index futures : the conventional model versus the error correction model
Fu-Lai Lin, Cheng Few Lee, Win-Lin Chou, and Dennis Kin-Keung Fan
| Year of publication: |
2024
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|---|---|
| Authors: | Lin, Fu-Lai ; Lee, Cheng F. ; Chou, Win-lin ; Fan, Dennis Kin Keung |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1513-1524
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| Subject: | Hedge ratio | Conventional approach | Error correction approach | Hedging performance | Temporal aggregation | Hedging | Kointegration | Cointegration | Index-Futures | Index futures | Theorie | Theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046812