Using Regression Techniques to Estimate Futures Hedge Ratios, Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures
Year of publication: |
[2002]
|
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Authors: | Allen, David E. |
Other Persons: | MacDonald, Garry (contributor) ; Walsh, Kathleen D. (contributor) ; Walsh, David M. (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2001 erstellt |
Other identifiers: | 10.2139/ssrn.285210 [DOI] |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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