//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Bivariate error correction generalized autoregressive conditional heteroskedastic"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Asia
1
Asian financial crisis
1
Asien
1
Bivariate error correction generalized autoregressive conditional heteroskedastic
1
Cointegration
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Futures
1
Hedging
1
Hong Kong
1
Hongkong
1
Index futures
1
Index-Futures
1
Kointegration
1
Schätzung
1
Stability of hedge ratios
1
Three Asian index futures
1
Time-varying hedge ratio
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Hsu, Hsinan
1
Wang, Janchung
1
Published in...
All
Asia-Pacific journal of financial studies
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->