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Stability and the hedging perf...
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Showing
1
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10
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date (oldest first)
1
Hedging
with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
Saved in:
2
The hedge ratio : an exact test of the random walk hypothesis
Geppert, John M.
- In:
Journal of the Midwest Finance Association
20
(
1991
),
pp. 96-106
Persistent link: https://www.econbiz.de/10001172970
Saved in:
3
A note on the
hedging
effectiveness of foreign currency futures
Hill, Joanne M.
- In:
The journal of futures markets
1
(
1981
)
4
,
pp. 659-664
Persistent link: https://www.econbiz.de/10001081050
Saved in:
4
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
Saved in:
5
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
6
Dynamic foreign currency trading guided by adaptive forecasting
Chen, An-sing
;
Leung, Mark T.
- In:
Review of Pacific Basin financial markets and policies
1
(
1998
)
3
,
pp. 383-418
Persistent link: https://www.econbiz.de/10001367327
Saved in:
7
Efficienza ed equilibrio su mercati "futures" e "spot" : una analisi empirica
Moro, Daniele
- In:
Rivista internazionale di scienze sociali
98
(
1991
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001115370
Saved in:
8
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
Saved in:
9
The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki
- In:
Journal of international money and finance
14
(
1995
)
6
,
pp. 857-867
Persistent link: https://www.econbiz.de/10001194447
Saved in:
10
Estimating the bid-ask spread in a heteroskedastic market : the case of foreign currency futures
Laux, Paul A.
- In:
Review of quantitative finance and accounting
4
(
1994
)
3
,
pp. 219-237
Persistent link: https://www.econbiz.de/10001174256
Saved in:
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