淡江大學機構典藏:Item 987654321/4875
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 63993/96712 (66%)
Visitors : 3595716      Online Users : 265
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/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

    Files in This Item:

    File Description SizeFormat
    902416H032003.pdf922KbAdobe PDF753View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback