Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/5308
DC FieldValueLanguage
dc.contributor.author原田en
dc.date.accessioned2018-08-16T02:52:19Z-
dc.date.available2018-08-16T02:52:19Z-
dc.date.created2018en
dc.date.issued2018en
dc.identifier.urihttp://hdl.handle.net/20.500.11861/5308-
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 46-49).en
dc.descriptionvi, 69 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.lcshFutures market.en
dc.titleHedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approachen
dc.typeThesis
dc.type.dcmitypeTexten
item.fulltextWith Fulltext-
Appears in Collections:Economics and Finance - Theses
Files in This Item:
File Description SizeFormat 
91025504.pdf2.63 MBAdobe PDFView/Open
Show simple item record

Page view(s)

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

Download(s)

3
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.