Robustness results for regression hedge ratios: Futures contracts with multiple deliverable grades
| Year of publication: |
1992
|
|---|---|
| Authors: | Viswanath, P. V. ; Chatterjee, Sris |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 12.1992, 3, p. 253-263
|
| Publisher: |
John Wiley & Sons, Ltd. |