前两篇已经求得，还差第三篇

【1】
Ghosh, A. (1993).
Hedging with stock index futures: Estimation and forecasting with error correction model.
Journal of Futures Markets, 13, 743–752.

【2】
Lien, D. (1996).
The effect of the cointegration relationship on futures hedging:Anote.
Journal of Futures Markets,16, 773–780.

【3】
Moosa, I. (2003).
The sensitivity of optimal hedge ratio to model specification.
Finance Letters, 1, 15–20.

谢谢，热心的大牛~~~