Swap variance hedging and efficiency : the role of high moments
K. Victor Chow, Bingxin Li, Zhan Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Chow, K. Victor ; Li, Bingxin ; Wang, Zhan |
| Subject: | Hedging | Swap | Streuungsmaß | Measure of dispersion | Kapitalmarkttheorie | Financial economics | S&P 500 | Ölpreis | Oil price | USA | United States |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jfir.12328 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014375401