Joint normality test for the returns on the futures and spot
Sheng-Syan Chen, Cheng Few Lee, and Keshab Shrestha
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Sheng-syan ; Lee, Cheng F. ; Shrestha, Keshab |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1129-1158
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| Subject: | Hedge ratio | Pure martingale hypothesis | Joint normality hypothesis | Pure martingale and joint normality hypothesis | Theorie | Theory | Martingal | Martingale | Hedging | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046717