Optimal hedge ratios in the presence of common jumps
Wing Hong Chan
| Year of publication: |
2010
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|---|---|
| Authors: | Chan, Wing Hong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 8, p. 801-807
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| Subject: | Hedging | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G13 - Contingent Pricing; Futures Pricing ; F31 - Foreign Exchange |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003985103