Hedging effectiveness analysis of copper and energy futures in Greater China stock markets : evidence from multivariate asymmetric GARCH approach

歐陽布衣2018-08-162018-08-1620182018http://hdl.handle.net/20.500.11861/5307"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 89-91).ix,111 leavesengHedging (Finance) Econometric models.Stock index futures Econometric models.Futures market.Hedging effectiveness analysis of copper and energy futures in Greater China stock markets : evidence from multivariate asymmetric GARCH approachThesis