Hedging effectiveness analysis of copper futures in Asia-Pacific stock markets : multivariate asymmetric GARCH approach

He, Guan TaoGuan TaoHe2021-03-172021-03-1720202020http://hdl.handle.net/20.500.11861/6554Hong 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.engHedging (Finance) Econometric models.Investment analysis.Hedging effectiveness analysis of copper futures in Asia-Pacific stock markets : multivariate asymmetric GARCH approachThesis