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"Optimal Hedge Ratio for Stock Index Futures In-sample and Out-of-sample Evidence from the US, UK and HK Markets"
Author(s)
Zhu, Sheng
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
650491 bytes
Creator
Zhu, Sheng
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering