Work

A note on estimating the minimum extended Gini hedge ratio

Year: 1999

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/(sici)1096-9934(199902)19:1<101::aid-fut5>3.0.co;2-z

Authors: Donald Lien, David R. Shaffer

Institution: University of Kansas

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978048666

FWCI: 2.752

Cites: 15

Cited by: 27

Related to: 10