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Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches

  • Sang Young Jei
제목
Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches
저자
Sang Young Jei
학회명
16th Annual Meeting of the Midwest Econometrics Group (MEG)
개최국가
미국
학회 개최일
2006-10-06 ~ 2006-10-07

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