✦ LIBER ✦
Do the pure martingale and joint normality hypotheses hold for futures contracts?: Implications for the optimal hedge ratios
✍ Scribed by Sheng-Syan Chen; Cheng-few Lee; Keshab Shrestha
- Book ID
- 113871536
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 215 KB
- Volume
- 48
- Category
- Article
- ISSN
- 1062-9769
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