"The role of long memory in hedging effectiveness."

Jerry Coakley, Jian Dollery, Neil Kellard (2008)

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DOI: 10.1016/J.CSDA.2007.10.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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Jerry Coakley, Jian Dollery, Neil Kellard:
The role of long memory in hedging effectiveness. Comput. Stat. Data Anal. 52(6): 3075-3082 (2008)

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