Do the Volatility Behavior and Conditional DistributionHave Impact on Futures Hedging Efficiency?
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === ABSTRACT Different from previous hedging articles only taking the effect of asymmetric volatility in assets returns into account, this study mainly investigates asymmetric volatility and conditional fat-tail distributions on futures hedging efficiency. Under th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68393732447573806020 |