Estimation and Comparison of five metal commodities futures with DCC-GARCH and DCC-CARR
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === This paper examines various hedging models, including OLS, NAIVE, DCC-GARCH and DCC-CARR to survey hedge performance in connection with metal commodities futures: gold, silver, platinum, copper and palladium by using proportional reduction in variance of por...
| 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/07730881850407129290 |