Some empirical issues for estimating stock index futures hedge ratios
By: Cheng F. Lee, Edward L. Bubnys; Yun Lin
Contributors: Bubnys, Edward L.; Lin, Yun; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1157; BEBR faculty working paper -- no. 1157.
Publisher: College of Commerce and Business Administration,University of Illinois at Urbana-Champaign
Published: 1985
Place of publication: [Urbana]
Language: eng
Number of pages: 23
Subjects: Stock index futures
Notes: Includes bibliographical references.