Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Sheng-Syan ; Lee, Cheng-few ; Shrestha, Keshab |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 48.2008, 1, p. 153-174
|
| Publisher: |
Elsevier |