Dynamic hedge ratio for stock index futures : application of threshold VECM
Ming-Yuan Leon Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Ming-yuan Leon |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 10/12, p. 1403-1417
|
| Subject: | Index-Futures | Index futures | Hedging | USA | United States | Ungarn | Hungary |
| 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/10008658442