Year 2008
Authors 陳聖賢
Paper Title Sheng-Syan Chen;Cheng-few Lee;Keshab Shrestha, 2008, 'Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios, ' Quarterly Review of Economics and Finance, Vol.48, No.1, pp.153-174.
Vol.No 416420