A note on the arch effects in hedge ratio estimation
Subtitle: stock index futures
By: Anil Bera ; Hun Park; Edward Bubnys
Contributors: Park, Hun; Bubnys, Edward; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no. 1265; BEBR faculty working paper -- no. 1265.
Publisher: Bureau of Economic and Business Research
Published: 1986
Place of publication: Urbana-Champaign, Ill
Language: eng
Number of pages: 14
Subjects: Stock index futures
Notes: Includes bibliographical references (p. 13-14).