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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/4875

    Title: 台灣地區最小變異數避險比率與最小LPM避險比率之比較
    Other Titles: Minimum Variance Hedge Ratio vs. Minimum LPM Hedge Ratio - The Case of Taiwan
    Authors: 邱忠榮
    Contributors: 淡江大學財務金融研究所
    Keywords: 避險比率;拔靴法;向量自我相關;誤差修正;分數共整合;指數期貨;Hedge ratio;Boot-strapping;Vector autocorrelation;Error correction;Fractional cointegration;Lower partial moment (LPM);Index futures
    Date: 2001
    Issue Date: 2009-03-16 11:25:34 (UTC+8)
    Appears in Collections:[Graduate Institute & Department of Banking and Finance] Research Paper

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