Jae-Sun Roh

Seoul National University - Department of Agricultural Economics

Seoul, 151-742

Korea

SCHOLARLY PAPERS

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Scholarly Papers (1)

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

Abstract:

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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:

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