Measuring hedging effectiveness of index futures contracts : do dynamic models outperform static models? ; a regime-switching approach
Enrique Salvador and Vicent Aragó
| Year of publication: |
2014
|
|---|---|
| Authors: | Salvador, Enrique ; Aragó, Vicent |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 4, p. 374-398
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| Subject: | Indexderivat | Index derivative | Hedging | Messung | Measurement | ARCH-Modell | ARCH model | Schätzung | Estimation | Europa | Europe |
| Extent: | graph. Darst. |
|---|---|
| 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/10010355419