Work

Forecasting the daily dynamic hedge ratios by GARCH models: evidence from the agricultural futures markets

Year: 2013

Type: article

Source: European Journal of Finance

DOI: 10.1080/1351847x.2013.794744

Authors: Yuanyuan Zhang, Taufiq Choudhry

Institutions: Southwestern University of Finance and Economics, China Institute of Finance and Capital Markets, University of Southampton

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Zero hunger

Open Access status: closed

OpenAlex ID: W2016917285

FWCI: 1.749

Cites: 68

Cited by: 25

Related to: 10