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Jae-Sun Roh
Seoul National University - Department of Agricultural Economics
Seoul, 151-742
Korea
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: Bgarch and Random Coefficient Approaches
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Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: Bgarch and Random Coefficient Approaches
Working Paper #98-0100
Posted: 02 Jun 1998
Anil K. Bera
,
Philip Garcia
and Jae-Sun Roh
University of Illinois at Urbana-Champaign - Department of Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Seoul National University - Department of Agricultural Economics
Abstract:
Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: Bgarch and Random Coefficient Approaches
Sankhya, Series B, 1998
Posted: 10 Aug 1999
Anil K. Bera
,
Philip Garcia
and Jae-Sun Roh
University of Illinois at Urbana-Champaign - Department of Economics, University of Illinois at Urbana-Champaign - Department of Agricultural and Consumer Economics and Seoul National University - Department of Agricultural Economics
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