A note on the hedging effectiveness of GARCH models
Year of publication: |
2009
|
---|---|
Authors: | Lien, Da-hsiang Donald |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 18.2009, 1, p. 110-112
|
Subject: | Futures | Hedging | Effizienzmarkthypothese | Efficient market hypothesis | ARCH-Modell | ARCH model | Theorie | Theory |
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