مرکز منطقه ای اطلاع رساني علوم و فناوري - The Study of the Optimal Multi-Cross-Hedging Strategy on Taiwanese Dollars

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 :

Publish Date :

2003

Keyword :

Unit root test , Multiple Cross Hedging , Exchange rate risk , GARCH , the Minimum-variance Hedging Model , Cointegration

Note :

Language :

انگليسي

Link To Document :