Out-of-Sample Hedging Effectiveness of Currency Futures for Alternative Models and Hedging Strategies
| Year of publication: |
1997
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|---|---|
| Authors: | Jong, Abe De ; Roon, Frans De ; Veld, Chris |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 17.1997, 7, p. 817-838
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