Time-varying hedge ratios: an application to the Indian Stock Futures Market

Bhattacharya, Prasad S., Singh, Harminder and Gannon, Gerard L. 2006, Time-varying hedge ratios: an application to the Indian Stock Futures Market, in Econometric Society Australasian Meetings Papers, [Econometric Society Australasian Meetings], [Alice Springs, N.T.], pp. 1-33.

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Title Time-varying hedge ratios: an application to the Indian Stock Futures Market
Author(s) Bhattacharya, Prasad S.ORCID iD for Bhattacharya, Prasad S. orcid.org/0000-0003-2818-0835
Singh, HarminderORCID iD for Singh, Harminder orcid.org/0000-0003-2249-2387
Gannon, Gerard L.
Conference name Econometric Society Australasian Meetings (2006: Alice Springs, NT)
Conference location Alice Springs, NT
Conference dates 4-7 July 2006
Title of proceedings Econometric Society Australasian Meetings Papers
Editor(s) Bardsley, Peter
Publication date 2006
Conference series Econometric Society Australasian Conference
Start page 1
End page 33
Total pages 33
Publisher [Econometric Society Australasian Meetings]
Place of publication [Alice Springs, N.T.]
Keyword(s) G13
Unrestricted BEKK-GARCH
Stock Futures
Dynamic Hedging
Language eng
HERDC Research category EN.1 Other conference paper
Persistent URL http://hdl.handle.net/10536/DRO/DU:30113137

Document type: Conference Paper
Collection: School of Accounting, Economics and Finance
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