A semiparametric estimation of the optimal hedge ratio
Year of publication: |
2007
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Authors: | Ai, Chunrong ; Chatrath, Arjun ; Song, Frank M. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 47.2007, 2, p. 366-381
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Subject: | Rohstoffderivat | Commodity derivative | Hedging | USA | United States | 1969-1999 |
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