The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 9, p. 837, doi. 10.1002/fut.20544
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2012 AND VI 32 AND IP 9
Results: 3
1
2
Trader Survival: Evidence from the Energy Futures Markets.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 9, p. 809, doi. 10.1002/fut.20543
- By:
- Publication type:
- Article
3
The Quanto Adjustment and the Smile.
- Published in:
- Journal of Futures Markets, 2012, v. 32, n. 9, p. 877, doi. 10.1002/fut.20545
- By:
- Publication type:
- Article