Estimation and comparative of dynamic optimal hedge ratios of China gold futures based on ECM-GARCH
Year of publication: |
March 2016
|
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Authors: | Chen, Pujiang ; Zhuo, Zirong ; Liu, Jixiang |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 3, p. 236-243
|
Subject: | gold | hedge ratios | ECM-BGARCH | dynamic model | China | Hedging | Gold | Warenbörse | Commodity exchange |
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