A Discussion on the Hedge Performance of the Minimum Variance Dynamic Hedge Ratio Model with Markov Switching
碩士 === 國立臺北大學 === 統計學系 === 101 === Nowadays, there are many financial commodities provided by several globalized financial markets. In the meantime, the volatility of financial market also causes a relative of the investor exposure to potential risk. The financial market in Taiwan is especially vuln...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69282651551124989841 |