The Study on the Hedging Ratio of Time-Varying and Static of Agricultural Futures in China
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 100 === The purpose of this paper is to measure the hedge ratio of agricultural futures in China. There are three ways for measure: OLS, VAR and Bi-GARCH. The empirical studies have been made on wheat, corn, cotton and sugar contracts, where we choose the data ra...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85407701766024373486 |