Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging

標題:	Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging
作者:	劉炳麟 Ping Lin Liu 國立交通大學管理科學系(所)
公開日期:	2007
官方說明文件#:	NSC96-2420-H009-006-DR
URI:	http://hdl.handle.net/11536/102973 https://www.grb.gov.tw/search/planDetail?id=1461736&docId=261849
Appears in Collections:	Research Plans