DocumentCode
18322
Title
The Study of the Optimal Multi-Cross-Hedging Strategy on Taiwanese Dollars
Author
Neng-Jen Shin استاد مشاور , Hsiang-Hsi Liu استاد راهنما
University
Ethesys
Grade
نامعلوم
Major
Master )Masters Thesis(
Number of pages
0
Publish Date
2003
Keyword
Unit root test , Multiple Cross Hedging , Exchange rate risk , GARCH , the Minimum-variance Hedging Model , Cointegration
Note
01
Language
انگليسي
Link To Document