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
Link To Document :
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