The Estimation of Optimal Hedge Ratio - The Application of ARCH Model

The Estimation of Optimal Hedge Ratio - The Application of ARCH Model

碩士 === 輔仁大學 === 經濟學研究所 === 82 ===

Bibliographic Details
Main Authors: Chen Jear Quar, 陳治國
Other Authors: Chen Nen Jing
Format: Others
Language:zh-TW
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/84698739087166977024
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spelling ndltd-TW-082FJU003890092016-02-10T04:08:57Z http://ndltd.ncl.edu.tw/handle/84698739087166977024 The Estimation of Optimal Hedge Ratio - The Application of ARCH Model 最適避險比例之估計-條件異質變異數模式之應用 Chen Jear Quar 陳治國 碩士 輔仁大學 經濟學研究所 82 Chen Nen Jing 陳能靜 1994 學位論文 ; thesis 0 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 輔仁大學 === 經濟學研究所 === 82 ===
author2 Chen Nen Jing
author_facet Chen Nen Jing
Chen Jear Quar
陳治國
author Chen Jear Quar
陳治國
spellingShingle Chen Jear Quar
陳治國
The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
author_sort Chen Jear Quar
title The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
title_short The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
title_full The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
title_fullStr The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
title_full_unstemmed The Estimation of Optimal Hedge Ratio - The Application of ARCH Model
title_sort estimation of optimal hedge ratio - the application of arch model
publishDate 1994
url http://ndltd.ncl.edu.tw/handle/84698739087166977024
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AT chénzhìguó zuìshìbìxiǎnbǐlìzhīgūjìtiáojiànyìzhìbiànyìshùmóshìzhīyīngyòng
AT chenjearquar estimationofoptimalhedgeratiotheapplicationofarchmodel
AT chénzhìguó estimationofoptimalhedgeratiotheapplicationofarchmodel
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