Title: The Time Pattern of Hedging and the Volatility of Futures Prices
Abstract: Journal Article The Time Pattern of Hedging and the Volatility of Futures Prices Get access Ronald W. Anderson, Ronald W. Anderson Columbia University Search for other works by this author on: Oxford Academic Google Scholar Jean-Pierre Danthine Jean-Pierre Danthine Université de Lausanne Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 50, Issue 2, April 1983, Pages 249–266, https://doi.org/10.2307/2297415 Published: 01 April 1983 Article history Received: 01 April 1981 Accepted: 01 September 1981 Published: 01 April 1983