Robustness results for regression hedge ratios : futures contracts with multiple deliverable grades
Year of publication: |
1992
|
---|---|
Authors: | Viswanath, P. V. |
Other Persons: | Chatterjee, Sris (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 3, p. 253-263
|
Subject: | Warenbörse | Commodity exchange | Hedging | Weizenpreis | Wheat price | Zeitreihenanalyse | Time series analysis | USA | United States | 1970-1981 |
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