Statistical properties of post-sample hedging effectiveness
Donald Lien
| Year of publication: |
2007
|
|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 3, p. 293-300
|
| Subject: | Hedging | Schätztheorie | Estimation theory | Futures | Theorie | Theory | Welt | World | 1979-1997 |
| 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/10003510461