Swap variance hedging and efficiency : the role of high moments
Year of publication: |
2023
|
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Authors: | Chow, K. Victor ; Li, Bingxin ; Wang, Zhan |
Published in: |
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association. - Lubbock, Tex. : College of Business Administration, Texas Tech University, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 46.2023, 3, p. 681-709
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Subject: | Hedging | Swap | Theorie | Theory |
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