Minimum variance hedge ratios for stock index futures : duration and expiration effects
Year of publication: |
1992
|
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Authors: | Lindahl, Mary |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 1, p. 33-53
|
Subject: | Index-Futures | Index futures | Hedging | Theorie | Theory | USA | United States | 1983-1989 |
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