An Empirical Study on Dynamic Hedging of the Index Futures
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 104 === In addition to the traditional simple linear regression (OLS) model, this thesis adopts 5 bivariate Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models for the empirical study on hedging performances of index futures, namely, EK-GARCH, CC...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76146598992276255181 |