The hedge ratio and the empirical relationship between the stock and futures markets : a new approach using wavelet analysis
Francis In; Sangbae Kim
| Year of publication: |
2006
|
|---|---|
| Authors: | In, Francis Haeuck ; Kim, Sangbae |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 2, p. 799-820
|
| Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Derivat | Derivative | Hedging | Theorie | Theory |
| 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/10003310384