• Title of article

    Short-run deviations and optimal hedge ratio: evidence from stock futures

  • Author/Authors

    Taufiq Choudhry، نويسنده ,

  • Pages
    22
  • From page
    171
  • To page
    192
  • Keywords
    Bivariate GARCH , Hedge ratio , Variance
  • Journal title
    Astroparticle Physics
  • Record number

    230819