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Title:A note on the arch effects in hedge ratio estimation : stock index futures
Author(s):Bera, Anil K.; Park, Hun; Bubnys, Edward Leo
Subject(s):Stock index futures
Issue Date:1986-06
Publisher:Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Series/Report:BEBR faculty working paper ; no. 1265
Type:Text
Language:English
Description:Includes bibliographical references (p. 13-14).
URI:http://hdl.handle.net/2142/26768
Rights Information:Copyright June 1986 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:noteonarcheffect1265bera
http://www.archive.org/details/noteonarcheffect1265bera
Identifier in Online Catalog:6481158
OCLC Identifier:(OCoLC)ocn708645714


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