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subject:"United States"
~isPartOf:"The journal of futures markets"
~person:"Shrestha, Keshab"
~subject:"Risiko"
~subject:"Zinsderivat"
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Shrestha, Keshab
Lien, Da-hsiang Donald
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The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Southern economic journal
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ECONIS (ZBW)
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An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
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2
On a mean-generalized semivariance approach to determining the hedge ratio
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 581-598
Persistent link: https://www.econbiz.de/10001579727
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