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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
University of Southampton
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728
Choudhry, Taufiq
6fc3ceb8-8103-4017-b3b5-2d38efa57728

Choudhry, Taufiq (2007) Time-varying hedge ratios and GARCH models: evidence from the agricultural futures market (Discussion Paper series: Accounting and Finance) University of Southampton

Record type: Monograph (Working Paper)

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Published date: 2007
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Local EPrints ID: 56930
URI: http://eprints.soton.ac.uk/id/eprint/56930
PURE UUID: fabba5af-d958-4c09-8732-0af37616bbde
ORCID for Taufiq Choudhry: ORCID iD orcid.org/0000-0002-0463-0662

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Date deposited: 12 Aug 2008
Last modified: 12 Dec 2021 03:12

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Author: Taufiq Choudhry ORCID iD

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