The Study of Hedging Effectiveness in GBF of R.O.C.
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 93 === The purpose of this research is to discuss hedging effectiveness in GBF of R.O.C. under several hedging models. These models are Naïve model, OLS, and GARCH (1,1). All the data range from January 2, 2004 to March 31, 2005, 307 are collected. Moreover, the in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95476664914234024276 |