Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/5307
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dc.contributor.author歐陽布衣en
dc.date.accessioned2018-08-16T02:52:17Z-
dc.date.available2018-08-16T02:52:17Z-
dc.date.created2018en
dc.date.issued2018en
dc.identifier.urihttp://hdl.handle.net/20.500.11861/5307-
dc.description"15th January 2018".en
dc.descriptionCover title.en
dc.descriptionHong Kong Shue Yan University. Dept. of Economics and Finance.en
dc.descriptionThesis (B.A.) -- Hong Kong Shue Yan University, 2018.en
dc.descriptionIncludes bibliographical references (leaves 89-91).en
dc.descriptionix,111 leavesen
dc.description.sponsorshipDepartment of Economics and Finance
dc.language.isoengen
dc.publisherHong Kong : Hong Kong Shue Yan Universityen
dc.subject.lcshHedging (Finance) Econometric models.en
dc.subject.lcshStock index futures Econometric models.en
dc.subject.lcshFutures market.en
dc.titleHedging effectiveness analysis of copper and energy futures in Greater China stock markets : evidence from multivariate asymmetric GARCH approachen
dc.typeThesis
dc.type.dcmitypeTexten
item.fulltextWith Fulltext-
Appears in Collections:Economics and Finance - Theses
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