Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Year of publication: |
1995
|
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Authors: | Park, Tae H. |
Other Persons: | Switzer, Lorne N. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 1, p. 61-67
|
Subject: | Index-Futures | Index futures | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | USA | United States | Kanada | Canada | 1988-1991 |
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