The effects of structural breaks and long memory on currency hedging
Donald Lien; Li Yang
| Year of publication: |
2010
|
|---|---|
| Authors: | Lien, Da-hsiang Donald ; Li, Yang |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 7, p. 607-632
|
| Subject: | Devisenmarkt | Foreign exchange market | Hedging | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; C32 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003985029