An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short- and long-run hedge ratios
| Year of publication: |
2004
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|---|---|
| Authors: | Chen, Sheng-Syan ; Lee, Cheng-Few ; Shrestha, Keshab |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 24.2004, 4, p. 359-386
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