Estimating Optimal Hedge Ratio with Unknown Structural Breaks

Abdulnasser Hatemi-J and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Optimal Hedge Ratio; Multiple Breaks; US; UK (search for similar items in EconPapers)
JEL-codes: C30 G32 (search for similar items in EconPapers)
Date: 2010-10
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Citations: View citations in EconPapers (1)

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