Economic evaluation of dynamic hedging strategies using high-frequency data
Yu-Sheng Lai
| Year of publication: |
2023
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|---|---|
| Authors: | Lai, Yu-Sheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 57.2023, p. 1-8
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| Subject: | Covariance forecasts | Economic evaluation | Futures hedge ratio | Hedging effectiveness | High-frequency data | Hedging | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104230 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014517872