Work

Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches

Year: 2015

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.21766

Authors: Rui Fan, Haiqi Li, Sung Y. Park

Institutions: University of Illinois Urbana-Champaign, Hunan University, Chung-Ang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2215020511

FWCI: 5.096

Cites: 48

Cited by: 20

Related to: 10