The impact of the lengths of estimation periods and hedging horizons on the Hang Seng index futures contract
Zhenmin Fang and Richard Y. K. Ho
| Year of publication: |
1996
|
|---|---|
| Authors: | Fang, Zhenmin |
| Other Persons: | Ho, Richard Yan-ki (contributor) |
| Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 2.1996, p. 51-61
|
| Subject: | Index-Futures | Index futures | Hedging | Hongkong | Hong Kong | 1986-1991 |
| 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/10001208747