Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures

碩士 === 國立政治大學 === 國際經營與貿易研究所 === 101

Bibliographic Details
Main Author:	李佩紜
Other Authors:	郭維裕
Format:	Others
Language:	zh-TW
Online Access:	http://ndltd.ncl.edu.tw/handle/58816935719563304140

id	ndltd-TW-101NCCU5321017
record_format	oai_dc
spelling	ndltd-TW-101NCCU53210172015-10-13T22:29:55Z http://ndltd.ncl.edu.tw/handle/58816935719563304140 Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures 避險比率估計引入長記憶效果- 以臺灣股票指數期貨為例李佩紜碩士國立政治大學國際經營與貿易研究所 101 郭維裕學位論文 ; thesis 39 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立政治大學 === 國際經營與貿易研究所 === 101
author2	郭維裕
author_facet	郭維裕李佩紜
author	李佩紜
spellingShingle	李佩紜 Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
author_sort	李佩紜
title	Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
title_short	Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
title_full	Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
title_fullStr	Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
title_full_unstemmed	Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures
title_sort	introducing long-memory effect into hedge ratio estimation: an example of twse stock index futures
url	http://ndltd.ncl.edu.tw/handle/58816935719563304140
work_keys_str_mv	AT lǐpèiyún introducinglongmemoryeffectintohedgeratioestimationanexampleoftwsestockindexfutures AT lǐpèiyún bìxiǎnbǐlǜgūjìyǐnrùzhǎngjìyìxiàoguǒyǐtáiwāngǔpiàozhǐshùqīhuòwèilì
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Introducing long-memory effect into hedge ratio estimation: An example of TWSE stock index futures

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