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Futures hedge ratios: a review
Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab - In: The Quarterly Review of Economics and Finance 43 (2003) 3, pp. 433-465
Persistent link: https://www.econbiz.de/10005540446
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Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios
Chen, Sheng-Syan; Lee, Cheng-few; Shrestha, Keshab - In: The Quarterly Review of Economics and Finance 48 (2008) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10005378664