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Showing
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1
Information content of order imbalance in the index options market
Sensoy, Ahmet
;
Omole, John
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 418-432
Persistent link: https://www.econbiz.de/10013334583
Saved in:
2
Futures
hedging
in CSI 300 markets : a comparison between minimum-variance and maximum-utility frameworks
Geng, Qianjie
;
Wang, Yudong
- In:
Computational economics
57
(
2021
)
2
,
pp. 719-742
Persistent link: https://www.econbiz.de/10012486957
Saved in:
3
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
4
Samuelson effect and
hedging
effectiveness in the CSI 300 index futures
Wu, Chunchou
- In:
Theoretical economics letters
8
(
2018
)
14
,
pp. 2882-2892
Persistent link: https://www.econbiz.de/10011952560
Saved in:
5
Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei
;
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhu, Wei
- In:
Journal of banking & finance
100
(
2019
),
pp. 43-57
Persistent link: https://www.econbiz.de/10012162443
Saved in:
6
Do higher order moments of return distribution provide better decisions in minimum-variance
hedging
? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
7
Stock index
hedging
using a trend and volatility regime-switching model involving
hedging
cost
Su, Ender
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 233-254
Persistent link: https://www.econbiz.de/10011740154
Saved in:
8
A primer on
hedging
with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
9
Hedging
with the international equity index futures : the conventional model versus the error correction model
Lin, Fu-Lai
;
Lee, Cheng F.
;
Chou, Win-lin
;
Fan, Dennis …
-
2024
Persistent link: https://www.econbiz.de/10015046812
Saved in:
10
Data-driven techno-socio co-evolution analysis based on a topic model and a hidden Markov model
Jang, Hyejin
;
Lee, Suyeong
;
Yoon, Byungun
- In:
Technovation : the international journal of …
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014487736
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