The stock index futures hedge ratio with structural changes
Po-Kai Huang
| Year of publication: |
2014
|
|---|---|
| Authors: | Huang, Po-kai |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 11.2014, 1, p. 97-113
|
| Subject: | hedge ratio | structural changes | ICSS algorithm | Hedging | Index-Futures | Index futures | Strukturwandel | Structural change | Theorie | Theory | Derivat | Derivative | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| 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/10010392866