Title of article
Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
Author/Authors
Donald Lien، نويسنده , , Yiu Kuen Tse، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
11
From page
361
To page
371
Keywords
Feeder cattle , Physical delivery , Bivariate GARCH model , Cash settlement , Minimumvariancehedge ratio , Conditional heteroscedasticity
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130718
Link To Document