The Analysis of Foreign Exchange Futures Hedging Performance under DCC Models
碩士 === 國立交通大學 === 經營管理研究所 === 95 ===
Main Authors: | Mei -Chin Chiu, 邱美卿 |
---|---|
Other Authors: | Ray Yeutien Chou |
Format: | Others |
Language: | zh-TW |
Published: |
2007
|
Online Access: | http://ndltd.ncl.edu.tw/handle/30914524420518510357 |
Similar Items
-
Reevaluate the DCC-GARCH and DCC-CARR model hedging performance
by: Wei-Chih Huang, et al.
Published: (2010) -
Performance Comparison in Hedging with DCC and Copula Modelsfor Commodity Futures
by: Yu-Kai Huang, et al.
Published: (2010) -
Optimal Hedge Ratio of Commodity Futures Using Bivariate DCC-CARR and DCC-GARCH Models
by: Nash Chen, et al.
Published: (2005) -
Optimal Hedge Ratio of Energy Futures Using CCC and DCC Models
by: Ni-Ling Weng, et al.
Published: (2007) -
Evaluate the DCC-GARCH and Realized-GARCH model hedging performance
by: Chih-Pei Wu, et al.
Published: (2013)