The effect of the cointegration relationship on futures hedging : a note
Da-Hsiang Donald Lien
| Year of publication: |
1996
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|---|---|
| Authors: | Lien, Da-hsiang Donald |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 7, p. 773-780
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| Subject: | Derivat | Derivative | Wertpapierhandel | Securities trading | 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/10001205863