On the stationarity of futures hedge ratios
Crossref DOI link: https://doi.org/10.1007/s12351-020-00607-0
Published Online: 2020-09-30
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Degiannakis, Stavros
Floros, Christos http://orcid.org/0000-0002-1801-2929
Salvador, Enrique
Vougas, Dimitrios
Text and Data Mining valid from 2020-09-30
Version of Record valid from 2020-09-30
Article History
Received: 6 April 2020
Revised: 18 August 2020
Accepted: 12 September 2020
First Online: 30 September 2020