BIVARIATE GARCH ESTIMATION OF THE OPTIMAL HEDGE RATIOS FOR STOCK INDEX FUTURES - A NOTE

被引：121
作者：
PARK, TH
SWITZER, LN
机构：
来源：
JOURNAL OF FUTURES MARKETS | 1995年 / 15卷 / 01期
关键词：
D O I：
10.1002/fut.3990150106
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
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页码：61 / 67
页数：7
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