Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches / BEBR 92-0140

Bera, Anil K.; Roh, Jae Sun; Garcia, Philip

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https://hdl.handle.net/2142/28450 Copy

Description

Title

Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches / BEBR 92-0140

Author(s)

• Bera, Anil K.
• Roh, Jae Sun
• Garcia, Philip

Issue Date

1992-07

Keyword(s)

Hedge ratios -- Economics.

Publisher

Urbana, Ill. : Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign,

Series/Report Name or Number

OFOR paper ; no. 97-06

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/28450

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:estimationoftime92140bera
• http://www.archive.org/details/estimationoftime92140bera

Copyright and License Information

• In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
• Copyright July1992 Board of Trustees University of Illinois.

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