Hedging Strategies on New Taiwan Dollars’Exchange Rate Risk: Power EWMA
碩士 === 國立高雄第一科技大學 === 財務管理所 === 95 === The basic model of this study is exponentially weighted moving average (the Power EWMA) estimator developed by Harris and Shen (2003), at the same time; we can estimate the optimal hedge ratio of both hedge strategies by fixing the unconditional power parameter...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90100432148986300078 |