Out‐of‐sample hedging effectiveness of currency futures for alternative models and hedging strategies
| Year of publication: |
1997
|
|---|---|
| Authors: | Jong, Abe De ; Roon, Frans De ; Veld, Chris |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 17.1997, 7, p. 817-837
|
| Publisher: |
John Wiley & Sons, Ltd. |