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~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~person:"Lien, Da-hsiang Donald"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Futures"
~subject:"Welt"
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Advances in investment analysis and portfolio management : a research annual
The journal of futures markets
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
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