Choudhry, T. (2006) Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market. European Financial Management Association Conference (EFMA 2006), Madrid, Spain. 27 - 30 Jun 2006.
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Published date: 2006
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European Financial Management Association Conference (EFMA 2006), Madrid, Spain, 2006-06-27 - 2006-06-30
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Local EPrints ID: 42529
URI: http://eprints.soton.ac.uk/id/eprint/42529
PURE UUID: 9ef1f28a-ccc4-4614-8b81-cc997f703118
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Date deposited: 15 Dec 2006
Last modified: 12 Dec 2021 03:12
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