Does model fit matter for hedging? Evidence from FTSE 100 options

C-Tier

Journal: Journal of Futures Markets

Year: 2012

Volume: 32

Issue: 7

Pages: 609-638

Authors (2)

Carol Alexander (not in RePEc) Andreas Kaeck

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count