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

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 (Unpublished) (The full text of this publication is not currently available from this repository.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. (Contact us about this Publication)
Item Type: Conference or workshop item (Paper)
Divisions: Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User: Mohammad Hasan
Date Deposited: 14 Aug 2017 11:57 UTC
Last Modified: 06 Oct 2021 15:42 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/62693 (The current URI for this page, for reference purposes)
Hasan, Mohammad S: https://orcid.org/0000-0002-2453-6868
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