4Johnson L.The Theory of Hedging and Speculation in Commodity Futures[J].Review of Economic Studies,1960,27(3):139-151. 被引量:1
5Stein J L.The Simultaneous Determination of Spot and Futures Prices[J].American Economic Review,1961,51 (6):1012-1025. 被引量:1
6Ederington L H.The Hedging Performance of the New Futures Markets[J].Journal of Finance,1979,34(1):157-170. 被引量:1
7Bell David E,William S Krasker.Estimating Hedge Ratios[J].Financial Management,1986,15 (2):34 -39. 被引量:1
8Park H Y,A K Bera.Interest-Rate Volatility,Basis Risk and Heteroskedasticity in Hedging Mortgages[J].Journal of American Real Estate and Urban Economic Analysis,1987,15 (2):79-97. 被引量:1
9Herbst A F,Kare D D,Caples S C.Hedging Effectiveness and Minimum Riskhedge Ratios in the Presence of Autocorrelation:Foreign Currency Futures[J].Journal of Futures Markets,1989,9(3):185-197. 被引量:1
10Mayer R J,Thompson S R.Generalized Optimal Hedge Ratio Estimation[J].American Journal of Agricultural Economics,1989,71 (4):858-868. 被引量:1