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~person:"Choudhry, Taufiq"
~subject:"ARCH-Modell"
~subject:"Estimation"
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Choudhry, Taufiq
Engle, Robert F.
9
Mittnik, Stefan
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Bologna, Pierluigi
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International journal of banking, accounting and finance : IJBAAF
1
International review of economics & finance : IREF
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Journal of multinational financial management
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ECONIS (ZBW)
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An econometric investigation of hedging performance of stock index futures in Korea : dynamic versus static hedging
Hasan, Mohammad S.
;
Choudhry, Taufiq
;
Zhang, Yuanyuan
- In:
International journal of banking, accounting and …
11
(
2020
)
2
,
pp. 227-253
Persistent link: https://www.econbiz.de/10012204571
Saved in:
2
The hedging effectiveness of constant and time-varying hedge ratios using three pacific basin stock futures
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10002222885
Saved in:
3
Short-run deviations and optimal hedge ratio : evidence from stock futures
Choudhry, Taufiq
- In:
Journal of multinational financial management
13
(
2003
)
2
,
pp. 171-192
Persistent link: https://www.econbiz.de/10001756471
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