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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures
1 个回复 - 1023 次查看 【作者(必填)】Tae H. Park;Lorne N. Switzer 【文题(必填)】Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note 【年份(必填)】1995年 【全文链接或数据库名称(选填) ...2014-7-30 13:29 - hejihai - 求助成功区
Estimation of the optimal hedge ratio, expected utility, and ordinary least squa
1 个回复 - 1452 次查看 【作者(必填)】 [*]John Heaney†, [*]Geoffrey Poitras‡ 【文题(必填)】Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression 【年份(必填)】2006 ...2013-3-24 20:36 - 迷途mitu - 求助成功区
The optimal hedge ratio in unbiased futures markets
1 个回复 - 767 次查看 【作者(必填)】 [*]Simon Benninga†, [*]Rafael Eldor‡, [*]Itzhak Zilcha§ 【文题(必填)】The optimal hedge ratio in unbiased futures markets 【年份(必填)】2006 【全文链接或数据库名称( ...2013-3-24 17:20 - 迷途mitu - 求助成功区
Calculating the optimal hedge ratio
2 个回复 - 1624 次查看 【作者(必填)】Abdulnasser Hatemi-Jab & Eduardo Rocab* 【文题(必填)】Calculating the optimal hedge[/backcolor] ratio: constant, time varying and the Kalman[/backcolor] Filter approach 【年份(必填 ...2013-2-18 18:42 - 迷途mitu - 求助成功区
Estimation of the Optimal Futures Hedge
1 个回复 - 954 次查看 【作者(必填)】Stephen G. Cecchetti, Robert E. Cumby and Stephen Figlewski 【文题(必填)】Estimation of the Optimal Futures Hedge 【年份(必填)】1988 【全文链接或数据库名称(选填)】http://www.jst ...2012-12-9 11:09 - 迷途mitu - 求助成功区
Estimating time-varying optimal hedge ratios on futures markets
2 个回复 - 1205 次查看 【作者(必填)】Myers, R. 【文题(必填)】Estimating time-varying optimal hedge ratios on futures markets 【年份(必填)】Journal of Futures Markets 1991 【全文链接或数据库名称(选填)】http://online ...2012-3-30 15:58 - 迷途mitu - 求助成功区
Generalized Optimal Hedge Ratio Estimation
1 个回复 - 1132 次查看 【作者(必填)】Am. J. Agr. Econ. 【文题(必填)】Generalized Optimal Hedge Ratio Estimation 【年份(必填)】1989 【全文链接或数据库名称(选填)】http://ajae.oxfordjournals.org/content/71/4/858.full. ...2012-5-12 20:55 - 迷途mitu - 求助成功区