Bivariate GARCH estimation of the optimal hedge ratios for stock index futures a note

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Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Park, Tae H. (VerfasserIn)
Weitere Verfasser: Switzer, Lorne N. (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1995
Schlagworte:
1988-1991 > Index-Futures > Hedging > Portfolio-Management > Theorie > USA > Kanada > Aufsatz in Zeitschrift
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