The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Year of publication: |
2012
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Authors: | Juhl, Ted ; Kawaller, Ira G. ; Koch, Paul D. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 32.2012, 9, p. 837-877
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