مرکز منطقه ای اطلاع رساني علوم و فناوري - Physical delivery versus cash settlement: an empirical study on the feeder cattle contract

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 :

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 :