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Futures hedge ratios: a review
Chen, Sheng-Syan, (2003)
Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios
Chen, Sheng-Syan, (2008)
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-Syan, (2004)