Robust Estimation of Optimal Hedge Ratio in Taiwan stock index futures
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === This article considers solving that conditional distribution of most financial asset return tends to vary over time and the distribution of underlying asset does not conform with ordinary assumption simultaneously. In order to fit time-varying volatility in retur...
| 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/01201599776127779329 |