Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hedging Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Hedging
2
Index futures
2
Index-Futures
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienindex
1
Conditional hedging model
1
Cornish-Fisher
1
Correlation
1
Decay Factor
1
Estimation theory
1
Exponentially Weighted Moving Average -Generalized Autoregressive Conditional Heteroskedasticity (1,1)-M Model
1
Futures
1
Hedging Model
1
High-frequency data
1
Korrelation
1
Minimum Value At Risk
1
Optimal hedge ratio
1
Portfolio selection
1
Portfolio-Management
1
Realized covariance matrix
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Stock index
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Li, Xingye
1
Ubukata, Masato
1
Watanabe, Toshiaki
1
Xu, Rong
1
Published in...
All
International journal of economics and financial issues : IJEFI
1
Journal of the Japanese and international economies : an international journal ; JJIE
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity model
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
Saved in:
2
Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Journal of the Japanese and international economies : …
38
(
2015
),
pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
