M-GARCH hedge ratios and hedging effectiveness in Australian futures markets [electronic resource] /...
M-GARCH hedge ratios and hedging effectiveness in Australian futures markets [electronic resource] / by Wenling Yang.
About this item
Full title
Author / Creator
Publisher
Joondalup, W.A. : School of Finance and Business Economics, Edith Cowan University, 2001.
Date
2001.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Joondalup, W.A. : School of Finance and Business Economics, Edith Cowan University, 2001.
Series
Place of Publication
Western Australia
Date Published
2001.
Subjects
More information
Alternative Titles
Full title
M-GARCH hedge ratios and hedging effectiveness in Australian futures markets [electronic resource] / by Wenling Yang.
Authors, Artists and Contributors
Author / Creator
Notes
General note
School of Finance and Business Economics working paper series, 1323-9244 ; 01.04.
Title from title screen (viewed on 16 August 2006)
"March 2001"--T.p.
Bibliography: p. [18]-[21]
System details note
System requirements: Adobe Acrobat reader to access the document in PDF format.
Mode of access: Internet via World Wide Web. Available at: http://www.business.ecu.edu.au/schools/afe/wps/2001.html.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VKJ564DPXM
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VKJ564DPXM
Other Identifiers
DDC
332.64524
MMS ID
991022351669702626
