A Novel Approach for Hedge Ratio Decision Based on Computational Intelligence
博士 === 國立交通大學 === 資訊管理研究所 === 98 === In this study, a novel procedure combining computational intelligence and statistical methodologies is proposed to improve the accuracy of minimum -variance optimal hedge ratio (OHR) estimation over various hedging horizons. The time series of financial asset ret...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20424037343660306561 |