The Superiority of Time-Varying Hedge Ratios in Turkish Futures
Year of publication: |
2009
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Authors: | Olgun, Onur ; Yetkiner, I. Hakan |
Publisher: |
Izmir : Izmir University of Economics, Department of Economics |
Subject: | Futures | Hedging | ARCH-Modell | Schätzung | Türkei | Futures Pricing | MGARCH | Hedging Effectiveness |
Series: | Working Papers in Economics ; 09/07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 612801705 [GVK] hdl:10419/175908 [Handle] RePEc:izm:wpaper:0907 [RePEc] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: |
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The Superiority of Time-Varying Hedge Ratios in Turkish Futures
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