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1
Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer
-
1994
Persistent link: https://www.econbiz.de/10000890678
Saved in:
2
Valuation of stock index futures and their relation to the underlying index :
theory
and evidence
Junkus, Joan C.
-
1984
Persistent link: https://www.econbiz.de/10000832569
Saved in:
3
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H.
- In:
The journal of futures markets
15
(
1995
)
1
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
Saved in:
4
Minimum variance hedge ratios for stock index futures : duration and expiration effects
Lindahl, Mary
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001124729
Saved in:
5
Hedging
with stock index futures :
theory
and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
6
Die Hedgingeffektivität von Aktienindexfutures
Albrecht, Rainer
-
1995
Persistent link: https://www.econbiz.de/10000917082
Saved in:
7
Tests of random walk of hedge ratios and measures of
hedging
effectiveness for stock indexes and foreign currencies
Malliaris, Anastasios G.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10001101542
Saved in:
8
Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 131-137
Persistent link: https://www.econbiz.de/10001185274
Saved in:
9
Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc
-
1985
Persistent link: https://www.econbiz.de/10000834665
Saved in:
10
The time series properties of implied volatility of S&P100 index options
Diz, Fernando
;
Finucane, Thomas J.
-
1991
Persistent link: https://www.econbiz.de/10000839718
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