1Chien-Liang Chiu, Pei-Shan Wu, Chun-Da Chen and Wan- Hsiu Cheng, 2005, "Hedging with Floor-Traded and E-mini Stock Index Futures", quarterly Journal of Business &. Economics, Vol. 44, Nos. 3 and 4: pp. 49-68.
2Christos Floros and Dimitrios V. Vougas, 2004, "Hedge Ratios in Greek Stock Index Futures Market", Applied Financial Economics 14: pp.1125-1156.
3Lindahl, M., 1992, "Minimum variance hedge ratios for stock index futures: duration and expiration effects". Journal of Futures Markets 12: pp. 33-53.
4Park, T.H., and L.N. Switzer, 1995, "Bivariate GAECH Estimation of the Optimal Hedge Ratios for Stock Index Future: A Note," Journal of Futures Markets 15: pp. 61-67.
5Wenling Yang, David E. Allen, 2004, "Multivariate GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets", Accounting and Finance 45: pp. 301-321.
