estimating time-varying optimal hedge ratios on futures markets
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The Journal of Futures Markets, Vol. 20, No. 1, 73–87 (2000)Q 2000 by John Wiley & Sons, Inc. CCC 0270-7314/00/010073-15
Robert J. Myers is Professor of Agricultural Economics, Michigan State University.
Originally published in Volume 11, Number 1, 1991, pages 39–53.
74 MYERS
OPTIMAL HEDGE RATIOS 75
76 MYERS
OPTIMAL HEDGE RATIOS 77
78 MYERS
OPTIMAL HEDGE RATIOS 79
80 MYERS
OPTIMAL HEDGE RATIOS 81
82 MYERS
OPTIMAL HEDGE RATIOS 83
84 MYERS
OPTIMAL HEDGE RATIOS 85
86 MYERS
OPTIMAL HEDGE RATIOS 87
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