| 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 |
