• Title of article

    A semiparametric estimation of the optimal hedge ratio

  • Author/Authors

    Chunrong Ai، نويسنده , , Arjun Chatrath، نويسنده , , Frank Song، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    16
  • From page
    366
  • To page
    381
  • Keywords
    Nonparametric , Commodities , seasonal , Futures , Hedging
  • Journal title
    Quarterly Review of Economics and Finance
  • Serial Year
    2007
  • Journal title
    Quarterly Review of Economics and Finance
  • Record number

    178574