Bivariate garch estimation of the optimal commodity futures hedge
Richard T. Baillie and Robert J. Myers
| Year of publication: |
1991
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|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | Myers, Robert J. (contributor) |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 6.1991, 2, p. 109-124
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| Subject: | Warenbörse | Commodity exchange | Hedging | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001107425