A Study on the Volatility and the Hedging Performance of Stock Index Futures in five Asian countries
碩士 === 國立彰化師範大學 === 企業管理學系 === 95 === This paper using Multivariate Stochastic Volatility Model to investigate the spill-over effect of stock index future. We exam Japan, Korea, Hong Kong , Singapore , Taiwan’stock index futures , and our empirical results found that the average value of five Asian...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73938171016278003425 |