Can Gold Hedge Against The Risks of Exchange Rate? – The Analysis of Intraday Data
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 106 === In this paper, I use the intraday data of gold price and exchange rate as samples, and establish the model, which is based on the Realized BiPower Covariance model proposed by Barndorff-Nielsen & Shephard (2004a), to estimate the covariance of the g...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/j3w847 |