Choudhry, Taufiq, Hasan, Mohammad S (2011) Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models. In: Annual Meeting of the European Financial Management Association, 22-25 June 2011, Braga, Portugal. (Unpublished) (The full text of this publication is not currently available from this repository.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:35272)
| 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 14:42 UTC |
| Last Modified: | 05 Nov 2024 10:18 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/35272 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Hasan, Mohammad S.
| Creator's ORCID: |
 https://orcid.org/0000-0002-2453-6868
|
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