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Out‐of‐sample Hedge Performances for Risk Management in China Commodity Futures Markets* |
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| Authors: | Sang‐Kuck Chung |
| Institution: | Department of Economics. 607 Obang‐dong, INJE University, Kimhae, Korea |
| Abstract: | |
| Keywords: | long memory process asymmetric basis dynamic conditional correlation futures hedging superior predictive ability test C13 C32 G13 |