Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6554
Title: Hedging effectiveness analysis of copper futures in Asia-Pacific stock markets : multivariate asymmetric GARCH approach
Authors: He, Guan Tao 
Issue Date: 2020
Publisher: Hong Kong : Hong Kong Shue Yan University
Description: Hong Kong Shue Yan University. Dept. of Economics and Finance.
Thesis (B.A.) -- Hong Kong Shue Yan University, 2020.
Includes bibliographical references (p. 34-37).
vi, 45 p.
Type: Thesis
URI: http://hdl.handle.net/20.500.11861/6554
Appears in Collections:Economics and Finance - Theses

Files in This Item:
File Description SizeFormat 
169024.pdf1.3 MBAdobe PDFView/Open
Show full item record

Page view(s)

11
Last Week
0
Last month
checked on Nov 25, 2024

Download(s)

4
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.