Estimation of time-varying hedge ratios for corn and soybeans
Subtitle: BGARCH and random coefficient approaches
By: Anil K. Bera, Philip Garcia & Jae-Sun Roh
Contributors: Roh, Jae Sun; Garcia, Philip
Series: OFOR paper -- no. 97-06; BEBR faculty working paper -- no. 0140; BEBR faculty working paper -- no. 0140.
Publisher: Bureau of Economic and Business Research, University of Illinois at Urbana-Champaign
Published: 1992
Place of publication: Urbana, Ill
Language: eng
Number of pages: 41
Subjects: Economics; Hedge ratios
Notes: Bibliography; p. [40-41].