Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?
Year of publication: |
2008
|
---|---|
Authors: | Maharaj, Elizabeth A. ; Moosa, Imad ; Dark, Jonathan ; Silvapulle, Param |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 7.2008, 3, p. 213-230
|
Publisher: |
College of Business |
Subject: | asymmetric hedge ratios | variance ratio | variance reduction | wavelets |
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