GARCH-based hedge ratios for Australian share price index futures: Does asymmetry matter?

Stuart Thomas, Robert Darren Brooks

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)61 - 76
Number of pages16
JournalAccounting, Accountability & Performance
Volume7
Issue number2
Publication statusPublished - 2001

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