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Die Qualität verschiedener Hedgingtheorien im Kontext der Aktienindex-Futuresmärkte
Albrecht, Rainer - 1994
Persistent link: https://www.econbiz.de/10000890678
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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
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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
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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
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Die Hedgingeffektivität von Aktienindexfutures
Albrecht, Rainer - 1995
Persistent link: https://www.econbiz.de/10000917082
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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
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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
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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
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Options trading and the CAPM
Vanden, Joel M. - In: The review of financial studies 17 (2004) 1, pp. 207-238
Persistent link: https://www.econbiz.de/10001907142
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Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 4, pp. 609-631
Persistent link: https://www.econbiz.de/10001175113