Estimation of Time-varying Hedge Ratios for Agricultural Commodity : BGARCH and Random Coefficient Approach

커버이미지 없음

Ⅰ. Introduction

Ⅱ. Time-varying Hedging Rule

Ⅲ. Time-varying Hedge Ratios Estimation Using BGARCH Models

Ⅳ. Comparison with Random Coefficient Model

Ⅴ. Hedging Performance

Ⅵ. Conclusion

References

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