Journal of Futures Markets. 1997;17(7):817-837. doi: 10.1002/(sici)1096-9934(199710)17:7<817::aid-fut5>3.0.co;2-q Q22.32025
Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
DOI: 10.1002/(sici)1096-9934(199710)17:7<817::aid-fut5>3.0.co;2-q
摘要