Tests of random walk of hedge ratios and measures of hedging effectiveness for stock indexes and foreign currencies

 

作者: A. G. Malliaris,   Jorge Urrutia,  

 

期刊: Journal of Futures Markets  （WILEY Available online 1991）
卷期: Volume 11, issue 1  

页码: 55-68

 

ISSN:0270-7314

 

年代: 1991

 

DOI:10.1002/fut.3990110106

 

出版商: Wiley Subscription Services, Inc., A Wiley Company

 

数据来源: WILEY

 

 

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