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Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach

✍ Scribed by GianCarlo Moschini; Robert J Myers

Book ID: 117628157
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 163 KB
Volume: 9
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(02)00012-9

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