๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on the role of the branching ratio in the transfer of resonance radiation

โœ Scribed by James J. Healy; T.F. Morse; J.W. Cipolla Jr.


Publisher
Elsevier Science
Year
1973
Tongue
English
Weight
261 KB
Volume
13
Category
Article
ISSN
0022-4073

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on the superiority of the OLS hed
โœ Donald Lien ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 80 KB ๐Ÿ‘ 2 views

Suppose that spot and futures prices are generated from an errorcorrection model. This note demonstrates that, although the OLS model is misspecified, it provides a hedge ratio that usually outperforms the hedge ratio derived from the correct error-correction model. The opposite result is possible o