Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures
by D. E. Allen ...
| Year of publication: |
1999 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Allen, David E. (contributor) |
| Institutions: | School of Finance and Business Economics <Perth, Western Australia> (contributor) |
| Publisher: |
Joondalup, WA |
| Subject: | Hedging | Derivat | Derivative | Kointegration | Cointegration | VAR-Modell | VAR model | Australien | Australia | 1985-1997 |
| Extent: | Online-Ressource, 32 p., text |
|---|---|
| Series: | School of Accounting, Finance and Economics & FEMARC working paper series. - Churchlands : [Verlag nicht ermittelbar], ISSN 1323-9244, ZDB-ID 2098015-2. - Vol. 99,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| ISBN: | 0-7298-0454-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001455870