Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Emmett Elam
| Year of publication: |
1991
|
|---|---|
| Authors: | Elam, Emmett |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 11.1991, 3, p. 371-384
|
| Subject: | Hedging | Schätztheorie | Estimation theory | Theorie | Theory | Warenbörse | Commodity exchange | Rindermarkt | Cattle market | USA | United States | 1981-1985 |
| 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://ebvufind01.dmz1.zbw.eu/10001104840