An empirical analysis of hedge ratio: the case of Nikkei 225 options.

• Other Authors: Lam, Suet-man.
• Format: Others
• Language: English; Chinese
• Published: 2001
• Subjects: Hedging (Finance) > Econometric models; Hedging (Finance) > Japan > Econometric models; Stock price indexes > Econometric models; Stock price indexes > Japan > Econometric models; Estimation theory; Nonparametric statistics
• Online Access: http://library.cuhk.edu.hk/record=b5890814; http://repository.lib.cuhk.edu.hk/en/item/cuhk-323552

Lam Suet-man. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. === Includes bibliographical references (leaves 111-117). === Abstracts in English and Chinese. === ACKNOWOLEDGMENTS --- p.iii === LIST OF TABLES --- p.iv === LIST OF ILLUSTRATIONS --- p.vi === CHAPTER === Chapter ONE --- INTRODUCTION --- p.1 === Chapter TWO --- REVIEW OF THE LITERATURE --- p.6 === Parametric Models === Nonparametric Estimation Techniques === Chapter THREE --- METHODOLOGY --- p.21 === Parametric Models === Nonparametric Models === Chapter FOUR --- DATA DESCRIPTION --- p.33 === Chapter FIVE --- EMPIRICAL FINDINGS --- p.39 === Estimation Results === Evaluation of Model Performance === Out-of-sample Forecast Evaluation === Chapter SIX --- CONCLUSION --- p.58 === TABLES --- p.62 === ILLUSTRATIONS --- p.97 === APPENDIX --- p.107 === BIBOGRAPHY --- p.111