Futures Hedging Using Dynamic Models of the Variance/Covariance Structure

Ponladesh Poomimars, Phillip Cadle, Michael Theobald

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title = "Futures Hedging Using Dynamic Models of the Variance/Covariance Structure",

author = "Ponladesh Poomimars and Phillip Cadle and Michael Theobald",

year = "2003",

month = mar,

day = "1",

doi = "10.1002/fut.10062",

language = "English",

volume = "23",

pages = "241--260",

journal = "Journal of Futures Markets",

issn = "1096-9934",

publisher = "Wiley",

number = "3",

}

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T1 - Futures Hedging Using Dynamic Models of the Variance/Covariance Structure

AU - Poomimars, Ponladesh

AU - Cadle, Phillip

AU - Theobald, Michael

PY - 2003/3/1

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U2 - 10.1002/fut.10062

DO - 10.1002/fut.10062

M3 - Article

SN - 1096-9934

VL - 23

SP - 241

EP - 260

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 3

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