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

Record type: Conference or Workshop Item (Paper)

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Citation

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

More information

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

Identifiers

Local EPrints ID: 62994
URI: http://eprints.soton.ac.uk/id/eprint/62994
PURE UUID: e76c3dae-347e-429d-9b04-60e2d2333ac6

Catalogue record

Date deposited: 16 Sep 2008
Last modified: 17 Jul 2017 14:19

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