NONCONSTANT OPTIMAL HEDGE RATIO ESTIMATION AND NESTED HYPOTHESES TESTS

Authors
MCNEW KP FACKLER PL
Citation
Kp. Mcnew et Pl. Fackler, NONCONSTANT OPTIMAL HEDGE RATIO ESTIMATION AND NESTED HYPOTHESES TESTS, The journal of futures markets, 14(5), 1994, pp. 619-635
Citations number
22
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
5
Year of publication
1994
Pages
619 - 635
Database
ISI
SICI code
0270-7314(1994)14:5<619:NOHREA>2.0.ZU;2-1