Multivariate GARCH hedge ratios and hedging effectiveness...

Accounting & Finance 2005 Vol. 45; Iss. 2

Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets

Wenling Yang, David E. Allen
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Volume:
45
Year:
2005
Language:
english
Pages:
21
DOI:
10.1111/j.1467-629x.2004.00119.x
File:
PDF, 160 KB
english, 2005
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