Hedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approach

原田2018-08-162018-08-1620182018http://hdl.handle.net/20.500.11861/5308"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 leavesengHedging (Finance) Econometric models.Futures market.Hedging effectiveness of international energy futures in Asia Pacific stock market : application of asymmetric multivariate GARCH approachThesis