A Study on Hedge Performance of Futures―The Application of Copula Theory
碩士 === 國立彰化師範大學 === 企業管理學系 === 99 === Due to the rise of Exchange Traded Fund, using Stock Index Futures to avoid the risk of investing Exchange Traded Fund has become a more and more popular issue on study of contemporary investments. Former papers on this subject introduced the GARCH model of asym...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89724375866054478272 |