An out-of-sample comparative analysis of hedging performance of stock index futures: dynamic versus static hedging
| Year of publication: |
2009
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|---|---|
| Authors: | Yang, Ming Jing ; Lai, Yi-Chuan |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13, p. 1059-1072
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