M-GARCH Hedge Ratios and Hedging Effectiveness in...

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M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets

Yang, Wenling Joey
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Year:
2001
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.259968
File:
PDF, 1.07 MB
english, 2001
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