Forecasting the daily dynamic hedge ratios in emerging European stock futures markets: evidence from GARCH models
Choudhry, Taufiq, Hasan, Mohammad, Zhang, YuanyuanVolume:
10
Year:
2019
Journal:
International Journal of Banking, Accounting and Finance
DOI:
10.1504/ijbaaf.2019.099316
File:
PDF, 735 KB
2019