Measuring the Hedging Effectiveness of Index Futures Contracts : Do Dynamic Models Outperform Static Models? A Regime-Switching Approach
Year of publication: |
2014
|
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Authors: | Salvador, Enrique ; Aragó, Vicent |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedging | Messung | Measurement | Schätzung | Estimation | ARCH-Modell | ARCH model | Indexderivat | Index derivative | Index-Futures | Index futures | Theorie | Theory | Europa | Europe |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 24, 2011 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1851713 [DOI] |
Classification: | C13 - Estimation ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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