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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~person:"Bierwag, Gerald O."
~person:"Chen, Sheng-syan"
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Bierwag, Gerald O.
Chen, Sheng-syan
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The journal of futures markets
Advances in financial planning and forecasting
1
Financial management
1
The journal of business : B
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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