Testing the martingale hypothesis for futures prices : implications for hedgers
Year of publication: |
2008
|
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Authors: | De Ville de Goyet, Cédric ; Dhaene, Geert ; Sercu, Piet |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 11, p. 1040-1065
|
Subject: | Hedging | Kapitaleinkommen | Capital income | Derivat | Derivative | Prognoseverfahren | Forecasting model | Martingal | Martingale | Theorie | Theory | Schätzung | Estimation | USA | United States | 1979-2003 |
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