Testing Futures Returns Predictability: Implications for Hedgers
Author(s) -
Piet Sercu,
Geert Dhaene,
Cédric de Ville de Goyet
Publication year - 2007
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1028503
Subject(s) - predictability , futures contract , economics , financial economics , econometrics , mathematics , statistics
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