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Roh, Jae-Sun
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Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches
Bera, Anil K.
;
Garcia, Philip
;
Roh, Jae-Sun
-
EconWPA
-
1997
This paper deals with the estimation of
optimal
hedge
ratios
. A number of recent papers have demonstrated that the …
Persistent link: https://www.econbiz.de/10005134730
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