Hedging effectiveness of stock index futures (Q704076)
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scientific article; zbMATH DE number 2127032
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Hedging effectiveness of stock index futures |
scientific article; zbMATH DE number 2127032 |
Statements
Hedging effectiveness of stock index futures (English)
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12 January 2005
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Hedging
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Stock index futures
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Minimum variance hedge ratio
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0.7879517674446106
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0.7531552314758301
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0.7466635704040527
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0.7402422428131104
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0.7347089052200317
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