Conditional OLS minimum variance hedge ratios
Joe͏̈lle Miffre
| Year of publication: |
2004
|
|---|---|
| Authors: | Miffre, Joëlle |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 24.2004, 10, p. 945-964
|
| Subject: | Hedging | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | USA | United States | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002190261