Testing the martingale hypothesis for futures prices: Implications for hedgers
| Year of publication: |
2008
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|---|---|
| Authors: | de Ville de Goyet, Cédric ; Dhaene, Geert ; Sercu, Piet |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 11, p. 1040-1065
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