Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios

Publication:
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios

cris.lastimport.scopus	2025-05-07T22:05:14Z
cris.virtual.department	Finance	en_US
cris.virtual.orcid	#PLACEHOLDER_PARENT_METADATA_VALUE#
cris.virtualsource.department	4f327390-70fd-4292-9a5d-436bb5f0fafc
cris.virtualsource.orcid	4f327390-70fd-4292-9a5d-436bb5f0fafc
dc.contributor.author	Chen, Sheng-Syan	en
dc.contributor.author	Lee, Cheng-few	en
dc.contributor.author	Keshab Shrestha	en
dc.creator	Chen, Sheng-Syan; Lee, Cheng-Few; Keshab Shrestha
dc.date	2007	en
dc.date.accessioned	2008-10-17T07:05:17Z
dc.date.accessioned	2018-07-09T07:57:15Z
dc.date.available	2008-10-17T07:05:17Z
dc.date.available	2018-07-09T07:57:15Z
dc.date.issued	2007
dc.format	application/pdf	en
dc.format.extent	220648 bytes
dc.format.mimetype	application/pdf
dc.identifier.doi	10.1016/j.qref.2005.10.002
dc.identifier.uri	http://ntur.lib.ntu.edu.tw//handle/246246/83701
dc.identifier.uri.fulltext	http://ntur.lib.ntu.edu.tw/bitstream/246246/83701/1/24.pdf
dc.language	en	en
dc.language.iso	en_US
dc.relation	Quarterly Review of Economics and Finance 48 (1): 153-174	en
dc.relation.ispartof	Quarterly Review of Economics and Finance	en_US
dc.relation.journalissue	1
dc.relation.journalvolume	48
dc.relation.pages	153-174
dc.title	Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios	en
dc.type	journal article	en
dspace.entity.type	Publication

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