The hedging performance for inverse ETF and volatility ETF—applying the Copula-GJR-GARCH model
碩士 === 國立政治大學 === 國際經營與貿易學系 === 107 === In recent years, inverse ETFs and volatility ETFs have become very popular instruments for the purpose of hedging and speculation. However, seldom did previous studies compare the hedging performance of those two instruments. Therefore, we attempt to construct...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/542phs |