Search & Read at all times.
Your portable library is online!
3.236.55.22,Hello!
Search Symbol (Half-width) Description of Search Symbols
Space "AND" indicates the intertwining of key terms used in a search
Double Quotation Marks ("") ( " " ) Double quotation marks indicate the beginning and end of a phrase, and the search will only include terms that appear in the same order of those within the quotations. Example: "image process" : " image process "
? Indicates a variable letter. Entering two ? will indicate two variable letters, and so on. Example: "Appl?", search results will yield apple, apply… e , appl y … ( (often used to English word searches) )
* Indicates an unlimited number of variable letters to follow, from 1~n. Example: Enter "appl*", search results will yield apple, apples, apply, applied, application…(often used in English word searches) e , appl es , appl y , appl ied , appl ication … ( (often used to English word searches) )
AND、OR、NOT

Boolean logic combinations of key words is a skill used to expand or refine search parameters.
(1) AND (1) AND: Refines search parameters
(2) OR (2) OR: Expands search parameters (3) NOT: Excludes irrelevant parameters

close

DOI stands for Digital Object Identifier ( D igital O bject I dentifier ) ,
and is the unique identifier for objects on the internet. It can be used to create persistent link and to cite articles.

Using DOI as a persistent link

To create a persistent link, add「http://dx.doi.org/」 「 http://dx.doi.org/ 」 before a DOI.
For instance, if the DOI of an article is 10.5297/ser.1201.002 , you can link persistently to the article by entering the following link in your browser: http://dx.doi.org/ 10.5297/ser.1201.002
The DOI link will always direct you to the most updated article page no matter how the publisher changes the document's position, avoiding errors when engaging in important research.

Cite a document with DOI

When citing references, you should also cite the DOI if the article has one. If your citation guideline does not include DOIs, you may cite the DOI link.

DOIs allow accurate citations, improve academic contents connections, and allow users to gain better experience across different platforms. Currently, there are more than 70 million DOIs registered for academic contents. If you want to understand more about DOI, please visit airiti DOI Registrationdoi.airiti.com ) 。

Previous Page
Next Page
There is no full-text available at the moment. Airiti would like to request author's authorization. I would like to provide authorization.

黃金期貨之避險分析

The Hedging Analysis of Gold Futures

李亦屏 , Masters  Advisor:胡為善;劉立倫  

繁體中文

OLSGARCHEGARCH單根檢定避險理論黃金期貨unit root testGARCHEGARCHOLSgold futureshedging

Share
Abstract 〈TOP〉
Parallel Abstract 〈TOP〉
Reference ( 81 ) 〈TOP〉
  1. 周志隆,1991 股票風險波動之研究—異質條件變異數分析法,台灣大學商學研究所碩士論文。
    連結:
  2. 康信鴻、繆俊華 1998外匯期貨最適避險比例之實証研究,管理學報,第15卷第3期,pp.419-513。
    連結:
  3. Anderson, R. W. and J. P. Danthine, 1981, “Cross Hedging”, Journal of Political Economy, 89(6): 1182-1196.
    連結:
  4. Benet, B. A., 1992, “Hedging Period Length and Ex-Ante Futures Hedging Effectiveness: The Case of Foreign-Exchange Risk Cross Hedges”, Journal of Futures Markets,12:163-175.
    連結:
  5. Bollerslev, T., 1986,”Generalized Autoregressive Conditional Heteroscedasiticity”, Journal of Econometrics,31:307-327.
    連結:
Times Cited (13) 〈TOP〉
  1. 周郁翔(2015)。人民幣匯改前後避險績效評估。淡江大學財務金融學系碩士班學位論文。2015。1-52。 
  2. 許綵羚(2015)。應用多變量的動態變幅波動模型於兩岸三地期貨避險。淡江大學財務金融學系碩士班學位論文。2015。1-88。 
  3. 柯星妤(2013)。金磚五國之期貨避險績效─應用Copula-based GJR-GARCH模型。淡江大學財務金融學系碩士班學位論文。2013。1-65。 
  4. 陳甄燕(2012)。以ARJI模型重新檢視最適避險策略。淡江大學財務金融學系碩士在職專班學位論文。2012。1-61。 
  5. 李玟儀(2010)。黃金現貨與美元指數相關性之研究。淡江大學財務金融學系碩士在職專班學位論文。2010。1-82。 
Altmetrics 〈TOP〉
E-mail :
When an article is available to download, a notice will be sent to your mailbox address.
E-mail :

close

close