3Working H,Futures trading and hedging,American Economics review, 1953(43):214-343.
4萨缪尔森.经济学(中册)[M].高鸿业,译.北京:商务印书馆,1979.
5Cox C C,Futures Trading and Market Information,Journal of Financial Economics, 1976(84):1215-1237.
6Ghosh,A."Hedging with Stock Index Futures:Estimation and Forecasting with Error Correction Model, "Journal of Futures Markets, (1993), 13 (7) : 743-752.