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

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

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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/34068974846151010133
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spelling ndltd-TW-101NCCU53210412015-10-13T22:29:56Z http://ndltd.ncl.edu.tw/handle/34068974846151010133 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/34068974846151010133
work_keys_str_mv AT lǐpèiyún introducinglongmemoryeffectintohedgeratioestimationanexampleoftwsestockindexfutures
AT lǐpèiyún bìxiǎnbǐlǜgūjìyǐnrùzhǎngjìyìxiàoguǒyǐtáiwāngǔpiàozhǐshùqīhuòwèilì
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