Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/5308| Title: | Hedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approach |
| Authors: | 原田 |
| Issue Date: | 2018 |
| Publisher: | Hong Kong : Hong Kong Shue Yan University |
| Description: | "15th January 2018". Cover title. Hong Kong Shue Yan University. Dept. of Economics and Finance. Thesis (B.A.) -- Hong Kong Shue Yan University, 2018. Includes bibliographical references (leaves 46-49). vi, 69 leaves |
| Type: | Thesis |
| URI: | http://hdl.handle.net/20.500.11861/5308 |
| Appears in Collections: | Economics and Finance - Theses |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 91025504.pdf | 2.63 MB | Adobe PDF | View/Open |
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