Structurally sound dynamic index futures hedging
Paul Kofman; Patrick McGlenchy
| Year of publication: |
2005
|
|---|---|
| Authors: | Kofman, Paul ; McGlenchy, Patrick |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 12, p. 1173-1202
|
| Subject: | Index-Futures | Index futures | Hedging | Strukturbruch | Structural break | Hongkong | Hong Kong |
| 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/10003244363