A new dynamic hedging model with futures: Kalman filter error correction model approaches

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/58456

Title:	A new dynamic hedging model with futures: Kalman filter error correction model approaches
Authors:	Wang, C-H Lin, C-C Lai, H-Y
Issue Date:	2010-10-01
Conference:	2010 年臺灣經濟計量學會年會暨劉大中先生逝世 35 週年紀念會 (台北市 : 臺灣經濟計量學會、國立臺灣大學計量理論與應用研究中心、財團法人劉大中先生教育文化紀念基金會)
URI:	http://ir.sinica.edu.tw/handle/201000000A/58456
Appears in Collections:	經濟研究所

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