Applying Dynamic Copula Functions For Futures Hedging
碩士 === 國立彰化師範大學 === 企業管理學系 === 100 === Traditional time series are not able to handle non-symmetric correlations and Copula is the strongest and most flexible to deal with asymmetric dependences now. Using Copula to construct non-symmetric correlation and time-varying structure of dependency and mor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15235607386210064645 |