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新冠疫情前後的期貨避險績效之研究:以10種期貨為例 = = A Stud...

劉心媛

新冠疫情前後的期貨避險績效之研究:以10種期貨為例 = = A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	新冠疫情前後的期貨避險績效之研究:以10種期貨為例 =/ 劉心媛.
Reminder of title:	A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts /
remainder title:	A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts.
Author:	劉心媛
Published:	雲林縣 :國立虎尾科技大學 , : 民112.01.,
Description:	[8], 45面 :圖, 表 ; : 30公分.;
Notes:	指導教授: 蔡豐澤.
Subject:	不對稱GJR-GARCH. -
Online resource:	電子資源

新冠疫情前後的期貨避險績效之研究:以10種期貨為例 = = A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts /
劉心媛

新冠疫情前後的期貨避險績效之研究:以10種期貨為例 =A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts /A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts.劉心媛. - 初版. - 雲林縣 :國立虎尾科技大學 ,民112.01. - [8], 45面 :圖, 表 ;30公分.

指導教授: 蔡豐澤.

碩士論文--國立虎尾科技大學財務金融系碩士班.

含參考書目.

(平裝).Subjects--Topical Terms:

1407399
不對稱GJR-GARCH.

新冠疫情前後的期貨避險績效之研究:以10種期貨為例 = = A Study on the Hedge Performance of Futures Before and After COVID19 - The Case of 10 Futures Contracts /
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