Conditional OLS minimum variance hedge ratios

Journal of Futures Markets

Volumn 24, Issue 10, 2004, Pages 945-964

  Miffre, Joëlle ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4444319097     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20116     Document Type: Article

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