Hedging foreign exchange risk with currency futures: Portfolio effects

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Principles of Econometrics

E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations

Principles of Econometrics.

D. G. Champernowne, Henri Theil · The Economic Journal · 1972 · 2.1K citations

Social Sciences, Economics, Econometrics +10

Discrete Multivariate Analysis

Technometrics · 1977 · 1.8K citations

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Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

Business, Economics, Finance +14