Time-varying hedge ratios in linked agricultural markets
Year of publication: |
2011
|
---|---|
Authors: | Bekkerman, Anton |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 71.2011, 2, p. 179-200
|
Subject: | Hedging | Agrarmarkt | Agricultural market | Großbritannien | United Kingdom | ARCH-Modell | ARCH model | Schätzung | Estimation |
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