Open AccessForecasting the daily dynamic hedge ratios in emerging European stock futures markets: evidence from GARCH models
Author(s) -
Yuanyuan Zhang,
Taufiq Choudhry,
Mohammad S Hasan
Publication year - 2019
Publication title -
international journal of banking, accounting and finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 10
eISSN - 1755-3849
pISSN - 1755-3830
DOI - 10.1504/ijbaaf.2019.10020663
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , portfolio , futures contract , economics , stock (firearms) , financial economics , volatility (finance) , geography , archaeology