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The Volatility-Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Lndonesian and Malaysian Capital Markets

PANGESTUTI, Irene Rini Demi (2017) The Volatility-Variability Hypotheses Testing and Hedging Effectiveness of Precious Metals for the Lndonesian and Malaysian Capital Markets. Gadjah Mada International Journal of Business, 9 (2). pp. 167-192. ISSN 1141-1128

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Item Type: Article
Uncontrolled Keywords: DCC-GARCH, Hedging effectiveness, optimal hedge ratio, precious metals
Subjects: Undip Formal Documents
Depositing User: FAKULTAS FEB
Date Deposited: 03 Feb 2020 04:10
Last Modified: 03 Feb 2020 04:10
URI: https://eprints2.undip.ac.id/id/eprint/453

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