Stock index futures hedge ratios : tests on horizon effects and functional form
Cheng F. Lee, Edward L. Bubnys, and Yun Lin
| Year of publication: |
1987
|
|---|---|
| Authors: | Lee, Cheng F. |
| Other Persons: | Bubnys, Edward L. (contributor) ; Lin, Yun C. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 2.1987, p. 291-311
|
| Subject: | Index-Futures | Index futures | Hedging | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001081765