Hedge Ratio and Hedging Effectiveness in Stock Index Futures
碩士 === 國立臺灣科技大學 === 資訊管理系 === 88 === Hedge ratios estimation of stock index futures is important for stock investors. Several recent studies have found that time-varying hedge ratios lead to more risk reduction than traditional constant hedge ratios. The research compares traditional model with time...
| 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/33875230933204688646 |