https://scholars.lib.ntu.edu.tw/handle/123456789/311228
Title: | An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-run Hedge Ratios | Authors: | SHENG-SYAN CHEN Lee, Cheng-few Keshab Shrestha |
Issue Date: | Apr-2004 | Journal Issue: | 24 | Start page/Pages: | 359-386 | Source: | Journal of Futures Markets | URI: | http://scholars.lib.ntu.edu.tw/handle/123456789/311228 | DOI: | 10.1002/fut.10121 |
Appears in Collections: | 財務金融學系 |
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