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~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Wiley finance"
~person:"Geppert, John M."
~subject:"Derivat"
~type:"article"
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A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Geppert, John M.
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 507-536
Persistent link: https://www.econbiz.de/10001186659
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