Volume 2012 (2012), Article ID 481856, 5 pages
Futures Hedges under Basis Heteroscedasticity
School of Business & Economics, Wilfrid Laurier University, Waterloo, ON, N2L 3C5, Canada
Received 30 October 2012; Accepted 26 November 2012
Academic Editors: J. H. Haslag, T. Kuosmanen, and J. Zarnikau
Copyright © 2012 Subhankar Nayak and Jacques A. Schnabel. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
How to Cite this Article
Subhankar Nayak and Jacques A. Schnabel, “Futures Hedges under Basis Heteroscedasticity,” ISRN Economics, vol. 2012, Article ID 481856, 5 pages, 2012. doi:10.5402/2012/481856