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~accessRights:"restricted"
~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of futures markets"
~language:"ara"
~language:"eng"
~language:"sqi"
~person:"Lien, Da-hsiang Donald"
~subject:"EU-Staaten"
~subject:"Firm performance"
~subject:"Großbritannien"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Monetary policy"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
~type_genre:"No longer published / No longer aquired"
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A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
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