Using regression techniques to estimate futures hedge ratios, some results from alternative approaches applied to Australian 10 year treasury bond futures

by D. E. Allen ...

Year of publication:	1999 ; [Elektronische Ressource]
Other Persons:	Allen, David E. (contributor)
Institutions:	School of Finance and Business Economics <Perth, Western Australia> (contributor)
Publisher:	Joondalup, WA
Subject:	Hedging \| Derivat \| Derivative \| Kointegration \| Cointegration \| VAR-Modell \| VAR model \| Australien \| Australia \| 1985-1997

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