股價指數期貨之避險績效評估
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 104 === This study mainly discusses the asymmetric volatility, basis and conditional fat-tail or skewed distribution can improve the futures hedging effectiveness of SIMEX MSCI Taiwan Stock Index Futures. Under the four types of conditional distributions, that norma...
| 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/29214197303665966085 |