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subject:"Derivat"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of the Royal Statistical Society"
~person:"Shrestha, Keshab"
~subject:"ARCH-Modell"
~subject:"Efficient market hypothesis"
~subject:"Oil price"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
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