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About this Economics, Econometrics and Finance article
Time-varying Distributions and the Optimal Hedge Ratios for Stock Index Futures by Park, Tae H.; Switzer, Lorne N. is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Park, Tae H.; Switzer, Lorne N.
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Chapman & Hall; Informa UK Limited (ISSN 0960-3107)
- Published
- 1995
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)