Futures hedging using dynamic models of the variance-covariance structure
| Year of publication: |
2003
|
|---|---|
| Authors: | Poomimars, Ponladesh ; Cadle, John ; Theobald, Michael |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 3, p. 241-260
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