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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~person:"Bali, Turan G."
~person:"Chen, Sheng-syan"
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Bali, Turan G.
Chen, Sheng-syan
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The journal of futures markets
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ECONIS (ZBW)
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An empirical analysis of the relationship between the hedge ratio and hedging horizon : a simultaneous estimation of the short- and long-run hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10002005377
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2
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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