Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-08)
This paper examines the volatility and covariance dynamics of cash and futures
contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time
horizons. We examine whether hedge ratios calculated over ...
In many model-scale experiments, geometric scaling is upheld but kinematic and/or dynamic similitude is not because of the difficulty in manufacturing and assembling small models. This paper describes scaling, manufacturing, ...
Reduced-scale masonry testing offers advantages of lower costs and shorter schedules compared to full-scale testing, but achieving results reflective of full-scale behavior requires development and fulfilment of appropriate ...