Econometric inferences of volatility and the hedge ratios under price limits : an extension of Wei's GMM

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Bibliographic Information

Title
"Econometric inferences of volatility and the hedge ratios under price limits : an extension of Wei's GMM"
Statement of Responsibility
Keiichi Kubota, Toshinori Takayama, Saburo Ohno
Publisher
  • Faculty of Economics
Publication Year
  • Musashi University , 1998
Book size
30 cm

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Details 詳細情報について

  • CRID
    1130282272188080896
  • NII Book ID
    BA40149604
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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