Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets
| Year of publication: |
2005
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|---|---|
| Authors: | Yang, Wenling ; Allen, David E. |
| Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 8524713. - Vol. 45.2005, 2, p. 301
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