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Does model fit matter for hedging? Evidence from FTSE 100 options

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Alexander, C. and Kaeck, A. (2012) Does model fit matter for hedging? Evidence from FTSE 100 options. Journal of Futures Markets, 32 (7). pp. 609-638. ISSN 1096-9934 doi: 10.1002/fut.20537

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Item Type Article
URI https://centaur.reading.ac.uk/id/eprint/20981
Identification Number/DOI 10.1002/fut.20537
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley
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Full text not archived in this repository.
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