Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market
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More about this item
KeywordsEstimation of beta; robust statistics MM (RMM); ordinary least squares (OLS); hedging ratio with stock MILA market index futures.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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