مرکز منطقه ای اطلاع رساني علوم و فناوري - Alternative settlement methods and Australian individual share futures contracts

Title of article :

Alternative settlement methods and Australian individual share futures contracts

Author/Authors :

Donald Lien، نويسنده , , Li Yang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

473

To page :

490

Keywords :

Bivariate error correction GARCH model , Futures settlement methods , Hedging effectiveness ofindividual share futures

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2004

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189709

Link To Document :