Hedging effectiveness of precious metals against Asia-Pacific stock markets : application of multivariate GARCH models

陳昌建Hong Kong Shue Yan University. Dept. of Economics and Finance2017-05-052017-05-052017http://hdl.handle.net/20.500.11861/4090"15th January, 2017"Cover title.Thesis (B.A.) -- Hong Kong Shue Yan University, 2017.Includes bibliographical references (p. 74-77)vii, 117 p.engPrecious metals.Hedging (Finance) Econometric models.Investment analysis.Hedging effectiveness of precious metals against Asia-Pacific stock markets : application of multivariate GARCH modelsThesis