A note on the arch effects in hedge ratio estimation : stock index futures
Bera, Anil K.; Park, Hun; Bubnys, Edward Leo
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https://hdl.handle.net/2142/26768
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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 Issue Date 1986-06 Keyword(s) Stock index futures Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1265 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/26768 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:noteonarcheffect1265bera http://www.archive.org/details/noteonarcheffect1265bera Copyright and License Information Copyright June 1986 Board of Trustees University of Illinois.
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