A semiparametric estimation of the optimal hedge ratio
| Year of publication: |
2007
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| Authors: | Ai, Chunrong ; Chatrath, Arjun ; Song, Frank |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 47.2007, 2, p. 366
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