The authors thank Bob Webb (the editor), an anonymous referee, and the participants of the 23rd Australasian Finance & Banking Conference, December 15–17, 2010, and the 2011 International Conference of Taiwan Finance Association, May 27–28, 2011, for the helpful comments and suggestions. In particular, the authors would like to thank the National Science Council in Taiwan for financial support (NSC99-2410-H-260-028).
Incremental Value of a Futures Hedge Using Realized Ranges
Article first published online: 21 MAR 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 7, pages 676–689, July 2014
How to Cite
Sheu, H.-J. and Lai, Y.-S. (2014), Incremental Value of a Futures Hedge Using Realized Ranges. J. Fut. Mark., 34: 676–689. doi: 10.1002/fut.21614
- Issue published online: 2 JUN 2014
- Article first published online: 21 MAR 2013
- Manuscript Accepted: 1 FEB 2013
- Manuscript Received: 17 SEP 2011
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