Optimal Dynamic Hedging Strategies with Financial Futures Contracts Using Nonlinear Conditional Heteroskedastic Models

Optimal Dynamic Hedging Strategies with Financial Futures Contracts Using Nonlinear Conditional Heteroskedastic Models PDF Author: ANTHONY TUCK-KWAI CHAN
Publisher:
ISBN:
Category : Financial futures
Languages : en
Pages : 402

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Book Description
Treasury bills futures market are chosen for the purpose of empirical study.