Work

Minimum variance hedge ratios for stock index futures: Duration and expiration effects

Year: 1992

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990120105

Author: Mary Lindahl

Institution: University of Alaska Fairbanks

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2122278486

FWCI: 2.7

Cites: 23

Cited by: 58

Related to: 10