The Study of Hedge Ratios and Hedging Performance of Stock Spot/Stock Index Futures in Taiwan–The Applications of OLS, Rolling Regression, Bivariate CC GARCH and Bivariate DCC GARCH Models
碩士 === 國立中興大學 === 企業管理學系所 === 100 === When investors hold stock future index to avoid investment risk, if they can choose the optimal estimated model to get the realized hedge ratio, they can get the better hedge performance. However, though the domestic relative researches about the estimation of t...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40688370472586313781 |