Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/6554
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dc.contributor.authorHe, Guan Taoen
dc.date.accessioned2021-03-17T01:21:59Z-
dc.date.available2021-03-17T01:21:59Z-
dc.date.created2020en
dc.date.issued2020en
dc.identifier.urihttp://hdl.handle.net/20.500.11861/6554-
dc.descriptionHong Kong Shue Yan University. Dept. of Economics and Finance.en
dc.descriptionThesis (B.A.) -- Hong Kong Shue Yan University, 2020.en
dc.descriptionIncludes bibliographical references (p. 34-37).en
dc.descriptionvi, 45 p.en
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.lcshInvestment analysis.en
dc.titleHedging effectiveness analysis of copper futures in Asia-Pacific stock markets : multivariate asymmetric GARCH approachen
dc.typeThesis
dc.type.dcmitypeTexten
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Appears in Collections:Economics and Finance - Theses
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