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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures_ .pdf
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note - 385.14 KB
- 2014-7-30
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1.zip
Bivariate GARCH estimation of the optimal commodity futures hedge本附件包括：- Bivariate GARCH estimation of the optimal commodity futures hedge.pdf
- 1.74 MB
- 2014-5-17
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119312.zip
用Matlab编的一个小程序A Matlab Toolbox for Univariate GARCH estimation - 64.63 KB
- 2007-5-22
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