Title of article
Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
Author/Authors
GianCarlo Moschini، نويسنده , , Robert J. Myers، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
15
From page
589
To page
603
Keywords
hypothesis testing , Futures , Autoregressive conditional heteroskeclasticity , Hedging
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130729
Link To Document