A semiparametric estimation of the optimal hedge ratio
Year of publication: |
2007
|
---|---|
Authors: | Ai, Chunrong ; Chatrath, Arjun ; Song, Frank |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 47.2007, 2, p. 366-381
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Publisher: |
Elsevier |
Saved in:
Online Resource
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