Conditional Heteroscedastic Error Processes and the Time Pattern of Optimal Hedge Ratios

Robert J. Meyers

No 285488, 1981-1999 Conference Archive from NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

Keywords: Marketing (search for similar items in EconPapers)
Date: 1988-04
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Persistent link: https://EconPapers.repec.org/RePEc:ags:nc8191:285488

DOI: 10.22004/ag.econ.285488

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