Choudhry, Taufiq, Hasan, Mohammad S, Zhang, Yuanyuan (2016) Forecasting the daily dynamic hedge ratios in European emerging stock futures markets: evidence from GARCH model. In: Portsmouth-Fordham Conference on Banking & Finance, 24-25 September 2016, Portsmouth. (Unpublished) (The full text of this publication is not currently available from this repository.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:62693)
| 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) |
|---|---|
| Institutional Unit: | Schools > Kent Business School |
| Former Institutional Unit: |
Divisions > Kent Business School - Division > Department of Accounting and Finance
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| Depositing User: | Mohammad Hasan |
| Date Deposited: | 14 Aug 2017 11:57 UTC |
| Last Modified: | 20 May 2025 11:56 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/62693 (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
|
|---|---|
| CReDIT Contributor Roles: |
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