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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Index participation units and the performance of index futures markets : evidence from the Toronto 35 index participation units market
Park, Tae H. - In: The journal of futures markets 15 (1995) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001178574
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Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H. - In: Applied financial economics 5 (1995) 3, pp. 131-137
Persistent link: https://www.econbiz.de/10001185274