Applying the GWMA Method in Measuring the Dynamic Hedge Ratio in Cross-currency
碩士 === 國立中興大學 === 統計學研究所 === 107 === Exponentially weighted moving average (EWMA) is one of the most used commonly models in the field of finance. One of the major advantages of EWMA is that it gives more weight to the recent returns while calculating the returns. More and more papers suggest that g...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5337010%22.&searchmode=basic |