The effectiveness of dynamic hedging : evidence from selected European stock index futures
Year of publication: |
2008
|
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Authors: | Sultan, Jahangir ; Hasan, Mohammad S. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 5/6, p. 469-488
|
Subject: | Index-Futures | Index futures | Hedging | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Europa | Europe |
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