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College of Management / 管理學院
Finance / 財務金融學系
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios
Details
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios
Resource
Quarterly Review of Economics and Finance 48 (1): 153-174
Journal
Quarterly Review of Economics and Finance
Journal Volume
48
Journal Issue
1
Pages
153-174
Date Issued
2007
Date
2007
Author(s)
Chen, Sheng-Syan
Lee, Cheng-few
Keshab Shrestha
DOI
10.1016/j.qref.2005.10.002
URI
http://ntur.lib.ntu.edu.tw//handle/246246/83701
Type
journal article
File(s)
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Name
24.pdf
Size
215.48 KB
Format
Adobe PDF
Checksum
(MD5):f1c9bcccc2581eca556aa0a0ad091a29
