Estimating the optimal hedge ratio with focus information criterion

Journal of Futures Markets

Volumn 25, Issue 10, 2005, Pages 1011-1024

  Lien, Donald ^a   Shrestha, Keshab ^b  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25444480508     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20166     Document Type: Article

References (21)

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