Testing for constant hedge ratios in commodity markets: a multivariate GARCH approach
| Year of publication: |
2002
|
|---|---|
| Authors: | Moschini, GianCarlo ; Myers, Robert J. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 5, p. 589-603
|
| Publisher: |
Elsevier |