The Estimation for Mixed Seemingly Unrelated Regression Equations and Its Applications to Hedging Risks

Thesis

Chen, Zhou-Han

Masters, 國立清華大學, 計量財務金融系

2016

Abstract

似不相關回歸方程

科克倫-奧克特估計方法

最優對沖係數

流動性指標

系統风险指標

Seemingly unrelated regression equations

Cochrane-Orcutt Autoregressive Approximation

optimal hedge ratio

liquidity measure

Systematic Risk Measure

abstract hide

1 Record Views

Title: The Estimation for Mixed Seemingly Unrelated Regression Equations and Its Applications to Hedging Risks
Translated title: The Estimation for Mixed Seemingly Unrelated Regression Equations and Its Applications to Hedging Risks
Creators: Chen, Zhou-Han
Contributors: Wang, Shin-Huei (Advisor)
Awarding Institution: 國立清華大學, 計量財務金融系; Masters
Theses and Dissertations: Masters, 國立清華大學, 計量財務金融系
Language: English
Resource Type: Thesis
Date published: 2017