Analysis of the Hedging Strategies of Currency Futures - Application of Various Bivariate GARCH Models
碩士 === 逢甲大學 === 財務金融學所 === 92 === The purpose of the thesis is to examine the hedging performance of the major international foreign currency futures, including British Pound, Japanese Yen, Swiss Franc, Euro Dollar, Canadian Dollar, and Australian Dollar futures, by using the bivariate asymmetric EC...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93182775521266163480 |