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Robustness results for regression hedge ratios: Futures contracts with multiple deliverable grades
Author(s) -
Viswanath P. V.,
Chatterjee Sris
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.3990120302
Subject(s) - chatterjee , deliverable , futures contract , robustness (evolution) , management , mathematics , computer science , economics , artificial intelligence , financial economics , biochemistry , chemistry , bengali , gene