Title of article :
A semiparametric estimation of the optimal hedge ratio
Author/Authors :
Chunrong Ai، نويسنده , , Arjun Chatrath، نويسنده , , Frank Song، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
16
From page :
366
To page :
381
Keywords :
Nonparametric , Commodities , seasonal , Futures , Hedging
Journal title :
Quarterly Review of Economics and Finance
Serial Year :
2007
Journal title :
Quarterly Review of Economics and Finance
Record number :
178574
Link To Document :
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