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) |
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| 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 |
| Item ID: | 62994 |
| Date Deposited: | 16 Sep 2008 |
| Last Modified: | 02 Mar 2012 13:33 |
| Contributors: | Choudhry, T. (Author) |
| Date: | 2006 |
| Additional Information: | |
| Status: | Unpublished |
| Publisher: | European Financial Management Association |
| URI: | http://eprints.soton.ac.uk/id/eprint/62994 |
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