The effect of asymmetries on optimal hedge ratios
Chris Brooks; Ólan T. Henry; Gita Persand
| Year of publication: |
2002
|
|---|---|
| Authors: | Brooks, Chris ; Henry, Ólan Thomas John ; Persand, Gita |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 75.2002, 2, p. 333-352
|
| Subject: | Futures | Hedging | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001682432