Hedging Hong Kong stock sectors with gold : multivariate asymmetric GARCH approach

Chen, TaoTaoChen2016-10-272016-10-272016http://hdl.handle.net/20.500.11861/3416"16th January 2016"Cover title.Hong Kong Shue Yan University. Dept. of Economics and Finance.Thesis (B.A.) -- Hong Kong Shue Yan University, 2016.Includes bibliographical references (leaves 24-25)iv, 28 leavesengStocks China Hong Kong.Hedging (Finance) Econometric models.Hedging Hong Kong stock sectors with gold : multivariate asymmetric GARCH approachMultivariate asymmetric GARCH approach.Thesis