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Forecasting the daily dynamic hedge ratios in emerging stock futures markets: evidence from the GARCH models

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 (Unpublished) (The full text of this publication is not currently available from this repository.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: 16 Nov 2021 10:12 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/35272 (The current URI for this page, for reference purposes)
Hasan, Mohammad S: https://orcid.org/0000-0002-2453-6868
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