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