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
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Zhang, Yuanyuan
5ccfad72-adee-49aa-a708-f9fdcdbab54e
2013
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).
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Published date: 2013
Organisations:
Centre for Digital, Interactive & Data Driven Marketing
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Local EPrints ID: 351248
URI: http://eprints.soton.ac.uk/id/eprint/351248
ISSN: 1351-847X
PURE UUID: 78a826fd-7d08-46bb-952e-37b96170ed12
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Date deposited: 18 Apr 2013 10:17
Last modified: 15 Mar 2024 03:06
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Author:
Yuanyuan Zhang
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