Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/3416
Title: | Hedging Hong Kong stock sectors with gold : multivariate asymmetric GARCH approach |
Other Titles: | Multivariate asymmetric GARCH approach. |
Authors: | Chen, Tao |
Issue Date: | 2016 |
Description: | "16th January 2016" Cover title. Hong Kong Shue Yan University. Dept. of Economics and Finance. Thesis (B.A.) -- Hong Kong Shue Yan University, 2016. Includes bibliographical references (leaves 24-25) iv, 28 leaves |
Type: | Thesis |
URI: | http://hdl.handle.net/20.500.11861/3416 |
Appears in Collections: | Economics and Finance - Theses |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
91024442.pdf | 1.26 MB | Adobe PDF | View/Open |
Page view(s)
43
Last Week
0
0
Last month
checked on Dec 20, 2024
Download(s)
23
checked on Dec 20, 2024
Google ScholarTM
Impact Indices
PlumX
Metrics
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.