Samuelson effect and hedging effectiveness in the CSI 300 index futures

Chunchou Wu

Year of publication:	October 2018
Authors:	Wu, Chunchou
Published in:	Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 14, p. 2882-2892
Subject:	Samuelson Effect \| Hedge Effectiveness \| Volatility \| Optimal Hedge Ratio \| Hedging \| Index-Futures \| Index futures \| Volatilität \| Theorie \| Theory \| ARCH-Modell \| ARCH model

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