원문정보
피인용수 : 0건 (자료제공 : 네이버학술정보)
목차
Ⅰ. Introduction
Ⅱ. Data and Descriptive Statistics
Ⅲ. Methodology
3.1 The Regression Method
3.2 The Vector Error Correction Method (VECM)
3.3 The Multivariate GARCH(1,1) Method
3.4 The hedge performance analysis
Ⅳ. Empirical Results
4.1 The Regression Method
4.2 The Error Correction Method
4.3 The Multivariate GARCH Method
4.4 The hedge performance analysis
Ⅴ. Conclusions
References
Ⅱ. Data and Descriptive Statistics
Ⅲ. Methodology
3.1 The Regression Method
3.2 The Vector Error Correction Method (VECM)
3.3 The Multivariate GARCH(1,1) Method
3.4 The hedge performance analysis
Ⅳ. Empirical Results
4.1 The Regression Method
4.2 The Error Correction Method
4.3 The Multivariate GARCH Method
4.4 The hedge performance analysis
Ⅴ. Conclusions
References
저자정보
참고문헌
자료제공 : 네이버학술정보