Hedging with the Nikkei index futures : the convential model versus the error correction model
Year of publication: |
1996
|
---|---|
Authors: | Chou, Win-lin |
Other Persons: | Fan, Dennis Kin Keung (contributor) ; Lee, Cheng F. (contributor) |
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. 36.1996, 4, p. 495-505
|
Subject: | Portfolio-Management | Portfolio selection | Index-Futures | Index futures | Hedging | Japan | 1989-1993 |
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