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A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging |
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| Authors: | Yu‐Sheng Lai Donald Lien |
| Affiliation: | 1. Yu‐Sheng Lai is at the Department of Banking and Finance, National Chi Nan University, Taiwan;2. Donald Lien is at the Department of Economics, University of Texas at San Antonio, USA |
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