Multiperiod hedging in the presence of conditional heteroskedasticity
Donald Lien ; Xiangdong Luo
| Year of publication: |
1994
|
|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Other Persons: | Luo, Xiangdong (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 8, p. 927-955
|
| Subject: | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Hedging | Theorie | Theory |
| 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/10001173366