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Optimal Hedge Ratio Estimation and Effectiveness Using ARCD†
Article first published online: 23 JAN 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 32, Issue 1, pages 41–50, January 2013
How to Cite
Kostika, E. and Markellos, R. N. (2013), Optimal Hedge Ratio Estimation and Effectiveness Using ARCD. J. Forecast., 32: 41–50. doi: 10.1002/for.1249
- Issue published online: 26 DEC 2012
- Article first published online: 23 JAN 2012
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