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Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach /

Main Author:
Moschini, Giancarlo.
Other Authors:
Myers, Robert J. and Iowa State University. Center for Agricultural and Rural Development.
Format:
Book
Language:
English
Subjects:
Commodity futures Econometric models
Hedging (Finance) Econometric models
Heteroscedasticity
View in NAL's Catalog:
CAT11121741