The hedge ratio : an exact test of the random walk hypothesis
John M. Geppert and Stephen E. Wilcox
| Year of publication: |
1991
|
|---|---|
| Authors: | Geppert, John M. |
| Other Persons: | Wilcox, Stephen E. (contributor) |
| Published in: |
Journal of the Midwest Finance Association. - [S.l.], ISSN 0272-6637, ZDB-ID 871051-X. - Vol. 20.1991, p. 96-106
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Währungsderivat | Currency derivative | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1989-1990 |
| 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://ebvufind01.dmz1.zbw.eu/10001172970