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/58457

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:	2010-12-01
Conference:	台灣經濟學會2010年年會 (台北市 : 台灣經濟學會)
URI:	http://ir.sinica.edu.tw/handle/201000000A/58457
Appears in Collections:	經濟研究所

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