1CHU W. Hedging with the Nikkei index futures : the conventional model versus the error correction model[J]. The Quarterly Review of Economics and Finace,1999,36(4):495-505. 被引量：1
2HOLMES P. Stock index futures hedging: hedge ratio estimation ,duration effects, expiration effects and hedge ratio stability [J]. Journal of Business Finance and Accounting, 1996, (23):63-78. 被引量：1
3FIGLEWSKI S. Hedging performance and basis risk in stock index futures[J].Journal of Finance,1984,(39):657-669. 被引量：1
