The Investigation in Time Varying Hedging Ratio of Stock Index Futures: Global Markets Evidence
碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 102 === This article adopts bivariate ADCC-TGARCH model to explore the time-varying hedge ratio for global stock markets, and investigate whether the hedge ratio is affected by financial crisis. In the study, Internet bubble, the subprime crisis and the European d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/30480048427039502137 |