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Minimum variance hedge ratios for stock index futures: Duration and expiration effects
Author(s) -
Lindahl Mary
Publication year - 1992
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990120105
Subject(s) - stock index futures , futures contract , stock (firearms) , index (typography) , economics , financial economics , expiration , variance (accounting) , hedge , econometrics , citation , actuarial science , stock market index , psychology , law , stock market , history , political science , computer science , accounting , ecology , context (archaeology) , archaeology , biology , world wide web , respiratory system , psychiatry
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