Explaining Asymmetries and Long Memory for Hedge Effectiveness in China Aluminum and Fuel Oil Futures Markets
Author(s) -
SangKuck Chung
Publication year - 2008
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2008.7.3.007
Subject(s) - futures contract , hedge , china , financial economics , economics , heating oil , long memory , fuel oil , monetary economics , business , waste management , engineering , political science , volatility (finance) , ecology , law , biology
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