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Estimating time‐varying optimal hedge ratios on futures markets
Author(s) -
Myers Robert J.
Publication year - 2000
Publication title -
journal of futures markets
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(200001)20:1<73::aid-fut7>3.0.co;2-q
Subject(s) - futures contract , economics , portfolio , financial economics , context (archaeology) , hedge , forward market , paleontology , ecology , biology