Nonlinear Cointegration and Optimal Hedge Ratios

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === In recent years, Taiwan's Financial markets are internationalization and liberalization, Government speed up the pace of financial products, Therefore, how investors pursuit of profit simultaneously to avoid risks, has become an important issue. This art...

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Bibliographic Details
Main Authors: Yen-Lin Lin, 林沿霖
Other Authors: Chih-Hsien Lo
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/69267356374947446777