Bivariate garch estimation of the optimal commodity futures Hedge
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference33 articles.
1. Cross Hedging
2. (1990), Theorie de la Speculation, Gauthier-Villars, Paris.
3. Econometric tests of rationality and market efficiency
4. Stock Returns and Volatility
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