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Evaluation and Comparison in Hedging with Various Dyamic Conditional Correlation Models for Asian Stock Index Futures Markets

Source
FirstTech Institutional Repository
Keywords
  • 動態條件相關模型
  • 股價指數期貨
  • 動態避險和條件自我迴歸變幅模型
  • Dynamic Conditional Correlation Model
  • Dynamic Hedging And Conditional Auto-Regressive
  • Stock Index Futures

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