Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/5308
Title: Hedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approach
Authors: 原田 
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 46-49).
vi, 69 leaves
Type: Thesis
URI: http://hdl.handle.net/20.500.11861/5308
Appears in Collections:Economics and Finance - Theses

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