Nonconstant optimal hedge ratio estimation and nested hypotheses tests
| Year of publication: |
1994
|
|---|---|
| Authors: | McNew, Kevin P. ; Fackler, Paul L. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 5, p. 619-635
|
| Publisher: |
John Wiley & Sons, Ltd. |