Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures
| Year of publication: |
2007
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|---|---|
| Authors: | Dark, Jonathan |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 42.2007, 4, p. 1021-1040
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