An Application of Nonparametric Regression Methods On Hedging with Taiwan Stock Index Futures
碩士 === 實踐大學 === 企業管理研究所 === 92 === Hedge ratio 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 w...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29309744233512043736 |