Incremental value of futures hedge using realized ranges
Her-Jiun Sheu and Yu-Sheng Lai
| Year of publication: |
2014
|
|---|---|
| Authors: | Sheu, Her-jiun ; Lai, Yu-Sheng |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 7, p. 676-689
|
| Subject: | Chicago (Ill.) | Futures | Hedging | ARCH-Modell | ARCH model | 2003-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010507941