MULTIPERIOD HEDGING IN THE PRESENCE OF CONDITIONAL HETEROSKEDASTICITY

Authors
LIEN D LUO XD
Citation
D. Lien et Xd. Luo, MULTIPERIOD HEDGING IN THE PRESENCE OF CONDITIONAL HETEROSKEDASTICITY, The journal of futures markets, 14(8), 1994, pp. 927-955
Citations number
38
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
8
Year of publication
1994
Pages
927 - 955
Database
ISI
SICI code
0270-7314(1994)14:8<927:MHITPO>2.0.ZU;2-U