Robust estimation of the optimal hedge ratio
Richard D. F. Harris; Jian Shen
| Year of publication: |
2003
|
|---|---|
| Authors: | Harris, Richard D. F. ; Shen, Jian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 8, p. 799-816
|
| Subject: | Hedging | Derivat | Derivative | Schätzung | Estimation | Robustes Verfahren | Robust statistics | Index-Futures | Index futures | Großbritannien | United Kingdom |
| 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/10001780635