Restricted VAR hedging with the presence of multiple breaks
Chien-Liang Chiu; Jer-Shiou Chiou; Pei-Shan Wu
| Year of publication: |
2007
|
|---|---|
| Authors: | Chiu, Chien-Liang ; Chiou, Jer-shiou ; Wu, Pei-Shan |
| Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 10.2007, 1, p. 1-9
|
| Subject: | Hedging | Spotmarkt | Spot market | Derivat | Derivative | VAR-Modell | VAR model | Strukturbruch | Structural break | Multiple Regression | Multiple regression | USA | United States | 2002-2005 |
| 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/10003470376