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A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
Author(s) -
Geppert John M.
Publication year - 1995
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.3990150502
Subject(s) - futures contract , citation , investment (military) , horizon , actuarial science , economics , financial economics , management , mathematical economics , computer science , library science , law , mathematics , political science , geometry , politics
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