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Futures Cross-Hedging with a Stationary Basis
Ankirchner, Stefan; Dimitroff, Georgi; Heyne, Gregor; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1361-1360
Persistent link: https://www.econbiz.de/10010100813
Cover Image
Futures cross-hedging with a stationary basis
Ankirchner, Stefan; Dimitroff, Georgi; Heyne, Gregor; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1361-1395
Persistent link: https://www.econbiz.de/10009728904