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

Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market
Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market
Choudhry, T.
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Choudhry, T.
6fc3ceb8-8103-4017-b3b5-2d38efa57728

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

Record type: Conference or Workshop Item (Paper)

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More information

Published date: 2006
Venue - Dates: European Financial Management Association Conference (EFMA 2006), 2006-06-28 - 2006-07-01

Identifiers

Local EPrints ID: 42529
URI: https://eprints.soton.ac.uk/id/eprint/42529
PURE UUID: 9ef1f28a-ccc4-4614-8b81-cc997f703118

Catalogue record

Date deposited: 15 Dec 2006
Last modified: 27 Feb 2019 17:31

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