The Estimation of Future Hedging Ratio and Hedging Effectiveness -The Application of Non-linear Approach

The Estimation of Future Hedging Ratio and Hedging Effectiveness -The Application of Non-linear Approach

碩士 === 國立中正大學 === 國際經濟研究所 === 83 ===

Bibliographic Details
Main Authors:	Chen, Bwo Wei, 陳伯威
Other Authors:	Huang, Bwo Nung
Format:	Others
Language:	zh-TW
Published:	1995
Online Access:	http://ndltd.ncl.edu.tw/handle/11651757095860314784

Similar Items

On the Oil Future Hedge Ratio and Hedge Performance
by: Wei-Jeng Yang, et al.
Published: (2005)

Hedge Ratio and Hedging Effectiveness in Stock Index Futures
by: KEVIN LAI, et al.
Published: (2000)

Hedging and Hedge Ratio for International Index Futures Markets
by: 陳衍龍
Published: (2004)

Analysis of the Optimal Hedge Ratios and the Hedging Effectiveness of Foreign Currency Futures
by: Hsiao-Chun Liu, et al.
Published: (2011)

Analysis of the Optimal Hedge Ratios and the Hedging Effectiveness of Foreign Currency Futures
by: Wen-Yi Wu, et al.
Published: (2002)

Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon
by: Michaël Dewally, et al.
Published: (2008-12-01)

Estimation of Constant and Time-varying Optimal Hedge Ratio and Hedging Effectiveness in the Natural gas Futures Market
by: Mohammad Alimoradi
Published: (2013-10-01)

OPTIMAL HEDGE RATIO OF HEDGING DOWNSIDE RISK
by: Suh-Jen, Chen, et al.
Published: (1999)

The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
by: Chen Jear Quar, et al.
Published: (1994)

Hedging performance of multiscale hedge ratios
by: Alexandridis, A.K, et al.
Published: (2019)

The Hedge Ratio of Stock Index Futures
by: Chang, Che-yu, et al.
Published: (1997)

A study of optimal hedge ratio and hedge performance for stock index futures
by: Chang Wen-Chi, et al.
Published: (2004)

Role of Indian Commodity Derivatives Market in Hedging Price Risk: Estimation of Constant and Dynamic Hedge Ratio, and Hedging Effectiveness
by: Brajesh Kumar, et al.
Published: (2014-08-01)

Futures Optimal Hedge Ratio and Transaction Cost
by: Hung, Wei-Kai, et al.
Published: (2019)

Robust estimation of the optimal hedge ratio
by: Huang, Hsin Kai, et al.
Published: (2009)

On　the　Optimal　Hedge　Ratio　Between　Stock　and　Future—Application　of　Copula　Functions
by: Chen,Shu Chieh, et al.
Published: (2009)

The Effectiveness of the Hedge Ratios and Speculation Strategies in Copper Futures
by: Wu, Yan-Zih, et al.
Published: (2018)

Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures
by: Qu, H., et al.
Published: (2019)

Robust Estimation of Optimal Hedge Ratio in Taiwan stock index futures
by: Cheng-Wen Tseng, et al.
Published: (2005)

The Research of The Optimal Hedge Ratios and Hedge Performarce For Domestic Short Term Interest Rate Futures
by: Jan Tsung Chi, et al.
Published: (2005)

Hedge Ratios and Hedging Effectivenesss of Multivariante GARCH Model- Evidence from Taiwan Futures Market
by: Chia-Chu Yao, et al.
Published: (2008)

The hedging effectiveness of futures-application of basis effect
by: Jian-wei Lu, et al.

The Optimal Hedge Ratios of Index Futures in Different Econometric Models
by: Hui-Ying Chen, et al.
Published: (2004)

A study of optimal hedge ratio for stock index futures－a comparison of optimal VaR Hedge and M-V hedge
by: Hui-Fen Yeh, et al.
Published: (2003)

A study of optimal hedge ratio for stock index futures－a comparison of optimal VaR Hedge and M-V hedge
by: Hui-Fen Yeh, et al.
Published: (2003)

Hedging Effectiveness of Minimum Variance Hedging Portfolio： The Case of Brent Crude Oil
by: Po-Chieh Chen, et al.
Published: (2014)

The Hedging Effectiveness of Time-Varying Hedge Ratios-Evidence from The MSCI and TAIFEX Taiwan Stock Index Futures
by: Yueh-Fen Lo, et al.
Published: (2007)

An Application of S-GARCH Model on Futures Hedging
by: Hung-Wei Lee, et al.
Published: (2009)

The stock index futures hedge ratio with structural changes
by: Po-Kai Huang
Published: (2014-03-01)

THE OPTIMAL HEDGE RATIO OF STOCK INDEX FUTURES ── EMPIRICAL
by: CHENG WEN CHIN, et al.
Published: (1993)

A study of dynamic hedge ratio for futures contract
by: 李春華
Published: (1992)

The Optimal Hedge Ratio of Foreigh Currency Future and Option
by: Miao, Howard, et al.
Published: (1996)

A Study of Futures Hedge Ratios Estimation－Asymmetric Volatility and Dynamic Correlation
by: Yu-Jung Wu, et al.
Published: (2004)

A Study on The Dynamic Hedge Ratio Estimations of Baltic Dry Index Futures
by: Chih-Yuan Wu, et al.
Published: (2012)

Hedging Effectiveness of Constant and Time-varying Hedge Ratios Using Futures Contracts: The Case of Ontario and Alberta Feedlot Industries
by: Ai, Di
Published: (2012)

Hedging Effectiveness of Applying Constant and Time Varying Hedge Ratio:Evidence from Taiwan Stock and Stock Index Futures
by: Tseng, Chun-Yi, et al.
Published: (2011)

Hedge Ratio for Multinational Stock Index
by: Yu-Jung Chen, et al.
Published: (2017)

Carry Cost Rate Regimes and Futures Hedge Ratio Variation
by: Dean Leistikow, et al.
Published: (2019-05-01)

The hedging effectiveness of DAX futures
by: Powalla, Martin
Published: (1995)

The Optimal Hedge Ratio for Currency Futures under Leptokurtic Distribution
by: Pei-chen Chiang, et al.
Published: (2005)