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


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.

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Item Type: Conference or Workshop Item (Paper)
Venue - Dates: European Financial Management Association Conference (EFMA 2006), 2006-06-28 - 2006-07-01
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ePrint ID: 62994
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2006Published
Date Deposited: 16 Sep 2008
Last Modified: 16 Apr 2017 17:28
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/62994

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