Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/5307
Title: Hedging effectiveness analysis of copper and energy futures in Greater China stock markets : evidence from multivariate asymmetric GARCH approach
Authors: 歐陽布衣 
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 89-91).
ix,111 leaves
Type: Thesis
URI: http://hdl.handle.net/20.500.11861/5307
Appears in Collections:Economics and Finance - Theses

Files in This Item:
File Description SizeFormat 
91025503.pdf1.86 MBAdobe PDFView/Open
Show full item record

Page view(s)

40
Last Week
0
Last month
checked on Nov 25, 2024

Download(s)

8
checked on Nov 25, 2024

Google ScholarTM

Impact Indices

PlumX

Metrics


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.