Dynamic Investment and Hedging Strategies of Commodity Markets
碩士 === 東吳大學 === 資訊管理學系 === 104 === The strategy of both investment and hedging in commodity futures markets have been explained by many scholars using various models in the past few decades.. For example: GARCH and stochastic volatility (SV, stochastic volatility) and others. Among this, GARCH and S...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05320889978557854997 |