Comparative analysis of hedging performance of TAIEX Options
碩士 === 國立東華大學 === 財務金融學系 === 105 === The purpose of this article is to examine the hedging performance of the options by applying two dynamic, and one constant conditional correlation models-bivariate asymmetric (GJR-GARCH) model and dynamic conditional correlation multivariate GARCH (DCC-GARCH) mod...
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| Format: | Others |
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2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u42t8z |