Robustness results for regression hedge ratios : futures contracts with multiple deliverable grades
P. V. Viswanath ; Sris Chatterjee
| Year of publication: |
1992
|
|---|---|
| Authors: | Viswanath, P. V. |
| Other Persons: | Chatterjee, Sris (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 3, p. 253-263
|
| Subject: | Warenbörse | Commodity exchange | Hedging | Weizenpreis | Wheat price | Zeitreihenanalyse | Time series analysis | USA | United States | 1970-1981 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001125678