Optimal hedging strategy re-visited
Subtitle: acknowledging the existence of non-stationary economic time series
By: Ying Qian and Ronald Duncan.
Contributors: Duncan, Ronald.
Series: Policy research working paper ;; 1279; Policy research working papers ;; 1279.
Publisher: World Bank, International Economics Dept., International Trade Division
Published: 1994
Place of publication: [Washington, DC]
Language: eng
Number of pages: 40
Subjects: Hedging (Finance); Time-series analysis.
Notes: Includes bibliographical references (p. 27-28).
"March 1994"--Cover.