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Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets

Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets
Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets
1351-847X
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Zhang, Yuanyuan
5ccfad72-adee-49aa-a708-f9fdcdbab54e
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Zhang, Yuanyuan
5ccfad72-adee-49aa-a708-f9fdcdbab54e

Choudhry, Taufiq and Zhang, Yuanyuan (2013) Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets. European Journal of Finance. (doi:10.1080/1351847X.2013.794744).

Record type: Article

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More information

Published date: 2013
Organisations: Centre for Digital, Interactive & Data Driven Marketing

Identifiers

Local EPrints ID: 351248
URI: http://eprints.soton.ac.uk/id/eprint/351248
ISSN: 1351-847X
PURE UUID: 78a826fd-7d08-46bb-952e-37b96170ed12
ORCID for Taufiq Choudhry: ORCID iD orcid.org/0000-0002-0463-0662

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Date deposited: 18 Apr 2013 10:17
Last modified: 15 Mar 2024 03:06

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Contributors

Author: Taufiq Choudhry ORCID iD
Author: Yuanyuan Zhang

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