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...

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Bibliographic Details
Main Authors: Hsu, Yu-Chia, 許育嘉
Other Authors: Chen, An-Pin
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/20424037343660306561

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