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~isPartOf:"Applied economics letters"
~person:"Hatemi-J, Abdulnasser"
~subject:"Hedging"
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Stochastic optimal hedge ratio : theory and evidence
Hatemi-J, Abdulnasser
;
El-Khatib, Youssef
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 699-703
Persistent link: https://www.econbiz.de/10009630993
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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