Hedging foreign currency, freight, and commodity futures portfolios?A note
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference21 articles.
1. & (1989). Multivariate simultaneous generalized ARCH. Unpublished manuscript, University of California, San Diego.
2. Bivariate garch estimation of the optimal commodity futures Hedge
3. Generalized autoregressive conditional heteroskedasticity
4. On the Exact Covariance of Products of Random Variables
5. Futures markets: Their purpose, their history, their growth, their successes and failures
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