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~isPartOf:"The journal of futures markets"
~person:"Lai, Yu-Sheng"
~subject:"CAPM"
~subject:"Volatilität"
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A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
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