Short-run deviations and optimal hedge ratio : evidence from stock futures
Year of publication: |
2003
|
---|---|
Authors: | Choudhry, Taufiq |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 13.2003, 2, p. 171-192
|
Subject: | Index-Futures | Index futures | Hedging | ARCH-Modell | ARCH model | Welt | World | 1990-1999 |
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