Browsing by Subject Hedging (Finance) Econometric models.
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type |
|---|---|---|---|
| 2018 | Hedging effectiveness analysis of copper and energy futures in Greater China stock markets : evidence from multivariate asymmetric GARCH approach | 歐陽布衣 | Thesis |
| 2020 | Hedging effectiveness analysis of copper futures in Asia-Pacific stock markets : multivariate asymmetric GARCH approach | He, Guan Tao | Thesis |
| 2018 | Hedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approach | 原田 | Thesis |
| 2017 | Hedging effectiveness of precious metals against Asia-Pacific stock markets : application of multivariate GARCH models | 陳昌建 ; Hong Kong Shue Yan University. Dept. of Economics and Finance | Thesis |
| 2016 | Hedging Hong Kong stock sectors with gold : multivariate asymmetric GARCH approach | Chen, Tao | Thesis |