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Simultaneously determined, time-varying hedge ratios in the soybean complex
- Source :
- Applied Economics. Dec, 1995, Vol. 27 Issue 12, p1127, 8 p.
- Publication Year :
- 1995
-
Abstract
- Time-varying hedge ratios are derived which account for the dynamic characteristics of prices in the soybean complex. A multivariate generalized autoregressive heteroskedastic (MGARCH) model, along with other conditional models, is [...]
Details
- ISSN :
- 00036846
- Volume :
- 27
- Issue :
- 12
- Database :
- Gale General OneFile
- Journal :
- Applied Economics
- Publication Type :
- Periodical
- Accession number :
- edsgcl.21113676