Title of article

Time-varying hedge ratios for non-ferrous metals prices

Author/Authors

David G McMillan، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2005

Pages

8

From page

186

To page

193

Keywords

Optimal hedge ratio , Bivariate GARCH , Spot and futures metals prices

Journal title

Resources Policy

Serial Year

2005

Journal title

Resources Policy

Record number

149567