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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

De Jong, Abe; De Roon, Frans; Veld, Chris

DOI: 10.1002/(sici)1096-9934(199710)17:7<817::aid-fut5>3.0.co;2-q

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Copyright © Journal of Futures Markets. 中文内容为AI机器翻译,仅供参考!

期刊名:Journal of futures markets

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ISSN:0270-7314

e-ISSN:1096-9934

IF/分区:2.3/Q2

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Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies