THE DYNAMIC HEDGING EFFECTIVENESS FOR SOYBEAN FARMERS OF MATO GROSSO WITH FUTURES CONTRACTS OF BM&F
Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices series, comparing the results with the minimum var...
Сохранить в:
| Опубликовано в:: | Organizações Rurais & Agroindustriais |
|---|---|
| Главные авторы: | , |
| Формат: | Artigo |
| Язык: | Espanhol |
| Опубликовано: |
Universidade Federal de Lavras
2010
|
| Предметы: | |
| Online-ссылка: | https://www.redalyc.org/articulo.oa?id=87815121003 |
| Метки: |
Нет меток, Требуется 1-ая метка записи!
|