The Study of the Performance of Taiwan Index Futures Hedging Model
碩士 === 雲林科技大學 === 財務金融系碩士班 === 99 === This study compares the hedging effectiveness among OLS, univariate GARCH and bivariate GARCH models in the base of TAIFEX Stock Index futures, MSCI Taiwan Index futures, Taiwan 50 Index futures, electronic 50 Index futures and financial Index futures from Janua...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65655698152797745004 |