Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market


Choudhry, T. (2006) Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market. In, European Financial Management Association Conference (EFMA 2006), Madrid, Spain, 28 Jun - 01 Jul 2006. Madrid, Spain, European Financial Management Association.

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Item Type: Conference or Workshop Item (Paper)
Additional Information:
Related URLs:
Subjects: S Agriculture > S Agriculture (General)
H Social Sciences > HG Finance
H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions : University Structure - Pre August 2011 > School of Management
ePrint ID: 62994
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2006Delivered
Date Deposited: 16 Sep 2008
Last Modified: 31 Mar 2016 12:47
URI: http://eprints.soton.ac.uk/id/eprint/62994

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