Reevaluate the DCC-GARCH and DCC-CARR model hedging performance
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 98 === This article takes stock index and index future in United States, Germany and Japan as the research object . The sample period of S&P 500、DAX and Nikkei 225 index covers from 1/1/1991 to 31/12/2009, and the sample period of Dow Jones index covers from 1/1/...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08907709827319368644 |