Conditional Heteroscedastic Error Processes and the Time Pattern of Optimal Hedge Ratios

Meyers, Robert J.

1988

Formats

Title

Conditional Heteroscedastic Error Processes and the Time Pattern of Optimal Hedge Ratios

Author(s)

Subject(s)

Issue Date

1988-04

Publication Type

Conference Paper/ Presentation

DOI and Other Identifiers

Record Identifier

https://ageconsearch.umn.edu/record/285488

Language

English

Series Statement

NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management

Record Appears in