ESTIMATION OF TIME-VARYING HEDGE RATIOS FOR CORN AND SOYBEANS: BGARCH AND RANDOM COEFFICIENT APPROACHES
| Year of publication: |
1997
|
|---|---|
| Authors: | Bera, Anil K. ; Garcia, Philip ; Roh, Jae-sun |
| Published in: |
Sankhya / B : the Indian journal of statistics. - Calcutta : Inst., ISSN 0581-5738, ZDB-ID 2031486. - Vol. 59.1997, 3, p. 346-368
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