"On the stationarity of futures hedge ratios."

Stavros Degiannakis et al. (2022)

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DOI: 10.1007/S12351-020-00607-0

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - https://dblp.org/rec/journals/or/DegiannakisFSV22
Stavros Degiannakis, Christos Floros, Enrique Salvador, Dimitrios Vougas:
On the stationarity of futures hedge ratios. Oper. Res. 22(3): 2281-2303 (2022)

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