Nonconstant Optimal Hedge Ratio Estimation and Nested Hypotheses Tests
| Year of publication: |
1994
|
|---|---|
| Authors: | McNew, Kevin P. ; Fackler, Paul L. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 5, p. 619
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