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개별주식선물시장의 헤지성과에 관한 실증적 연구 : 정태적헤지모형 vs 동태적헤지모형

홍정효 문규현 2010년

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' 개별주식선물시장의 헤지성과에 관한 실증적 연구 : 정태적헤지모형 vs 동태적헤지모형' 의 참고문헌

  • 환리스크에 관한 연구- 외환선물 및 선도시장 헤지성과 비교를 중심으로 -
    홍정효 리스크관리연구 17 2 41-75 [2006]
  • 선물환시장을 이용한 환위험관리-이변량 ECT-ARCH(1) 모형을 중심으로
    홍정효 금융학회지 8 3 41-71 [2003]
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