Hasan, Mohammad S (2012) Forecasting dynamic hedge ratios and the Value at Risk using GARCH models: evidence from SP 500 FTSE 100 and NIKKEI 225. In: The 2nd International Conference of the Financial Engineering and Banking Society on the ‘Recent Development in Financial Markets and Banking’, 7-8 June 2012, ESCP Europe Business School, London. (Unpublished) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:35270)
The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. |
Item Type: | Conference or workshop item (Paper) |
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Subjects: |
H Social Sciences H Social Sciences > H Social Sciences (General) |
Divisions: | Divisions > Kent Business School - Division > Department of Accounting and Finance |
Depositing User: | Mohammad Hasan |
Date Deposited: | 19 Sep 2013 11:57 UTC |
Last Modified: | 16 Nov 2021 10:12 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/35270 (The current URI for this page, for reference purposes) |
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