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A semiparametric estimation of the optimal hedge ratio

✍ Scribed by Chunrong Ai; Arjun Chatrath; Frank Song

Book ID: 113871529
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 168 KB
Volume: 47
Category: Article
ISSN: 1062-9769
DOI: 10.1016/j.qref.2005.07.003

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