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Forecasting dynamic hedge ratios and the Value at Risk using GARCH models: evidence from SP 500 FTSE 100 and NIKKEI 225

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 (Unpublished) (The full text of this publication is not currently available from this repository.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)
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)
Hasan, Mohammad S: https://orcid.org/0000-0002-2453-6868
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