Testing the martingale hypothesis for futures prices : implications for hedgers
Cédric de Ville de Goyet; Geert Dhaene; Piet Sercu
| 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 395139-X. - Vol. 28.2008, 11, p. 1040-1065
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| Subject: | Hedging | Kapitaleinkommen | Capital income | Derivat | Derivative | Prognoseverfahren | Forecasting model | Martingal | Martingale | Theorie | Theory | Schätzung | Estimation | USA | United States | 1979-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003769967