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Statistical properties of post-sample hedging effectiveness

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  • Lien, Donald

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  • Lien, Donald, 2007. "Statistical properties of post-sample hedging effectiveness," International Review of Financial Analysis, Elsevier, vol. 16(3), pages 293-300.
    • Handle: RePEc:eee:finana:v:16:y:2007:i:3:p:293-300
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    References listed on IDEAS

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    1. Robert J. Myers & Stanley R. Thompson, 1989. "Generalized Optimal Hedge Ratio Estimation," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(4), pages 858-868.
    2. Lien, Donald, 2005. "The use and abuse of the hedging effectiveness measure," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 277-282.
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