The Superiority of Time-Varying Hedge Ratios in Turkish Futures
Year of publication: |
2009-11
|
---|---|
Authors: | Olgun, Onur ; Yetkiner, Ý. Hakan |
Institutions: | Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi |
Subject: | Futures Pricing | Hedging | MGARCH | Hedging Effectiveness |
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