A study of optimal hedge ratio and hedge performance for stock index futures
碩士 === 淡江大學 === 管理科學研究所 === 92 === Abstract The purpose of the thesis is to examine the hedging ratios and efficiency of stock index futures to Taiwan Stock Market The stock index data consist of TAIEX, TSEC Taiwan50 index and ETF. The stock index futures contracts include TX, MTX, T5...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49715370265426136654 |