Effects of omitting information variables on optimal hedge ratio estimation: A note.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 795, doi. 10.1002/fut.20427
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 8
Results: 6
1
2
Optimal hedge ratios in the presence of common jumps.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 801, doi. 10.1002/fut.20431
- By:
- Publication type:
- Article
3
Regime-switching in stock index and Treasury futures returns and measures of stock market stress.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 753, doi. 10.1002/fut.20439
- By:
- Publication type:
- Article
4
Hedging and value at risk: A semi-parametric approach.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 780, doi. 10.1002/fut.20440
- By:
- Publication type:
- Article
5
Performance and persistence of Commodity Trading Advisors: Further evidence.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 725, doi. 10.1002/fut.20441
- By:
- Publication type:
- Article
6
Further analysis of the speed of response to large trades in interest rate futures.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 8, p. 705, doi. 10.1002/fut.20442
- By:
- Publication type:
- Article