Forecasting of Stock Index Future Price and Hedging -Application of Entropic and Gray Forecasting Models
碩士 === 銘傳大學 === 金融研究所 === 88 === Stock index future has been an important tool in risk management since 1980s, and hedging is usually one of the hottest issues in studies. Based on the concept of controlling the stabilization of the value of hedging portfolio, we employ both gray and entropic foreca...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29179709882581234715 |