1) best hedge rate
最佳套期保值率
1.
This paper resents the study on best hedge rate to.
本文研究了使风险最小化的最佳套期保值率,并进行了分析说明。
2) the best hedge ratio
最佳套期保值比率
1.
This paper, with an introduction of basic risk and risk-avoiding theory of hedge ratio, shows the reader a new way to ascertain the best hedge ratio for the minimum risks by applying mathematical knowledge such as probability statistics and analysis of variance to t.
通过对套期保值避险原理和基差风险的阐述,应用概率统计的方差分析和微积分知识,采用数学推理来确定最佳套期保值比率,使风险最小化。
3) optimal cross-hedge ratio
最佳交叉套期保值比率
4) optimal hedge ratios
最优套期保值率
1.
With the database of daily Copper futures contracts on Chinese market,optimal hedge ratios are cal- culated applying the ordinary least squares(OLS) regression model,the error-correction model(ECM)and the multivariate Garch model.
运用中国期铜合约数据,计算分析了普通最小二乘回归模型、误差修正模型和多元Garch模型在计算最优套期保值率方面的效果。
5) the optimal hedge ratio
最优套期保值比率
1.
By using an approach close to the real hedging practice, the paper is to study the effects of the length of hedging horizon and futures contract selection on the optimal hedge ratio and hedge effectiveness in the copper and aluminum futures market in China.
本文采用更接近套期保值实践的数据选取方法,基于中国铜、铝期货市场分别对套期保值期限与最优套期保值比率、套期保值绩效之间的关系,以及期货合约选择与最优套期保值比率、套期保值绩效之间的关系进行了系统的研究。
2.
One of the main theoretical issues in hedging involves the determination of the optimal hedge ratio.
这样就产生许多计量方法来计量最优套期保值比率,如OLS法、VEC法、GARCH法等,这些方法各有各的优缺点,国内外许多学者对此进行了研究。
6) Optimal Hedge Ratio
最优套期保值比率
1.
The optimal hedge ratio of Shanghai and Shenzhen 300 stock index futures on the spot Shanghai and Shenzhen 300 index is calculated by establishing BGARCH model and analysis the effect of hedging in order to exam the effectiveness of setting Shanghai and Shenzhen 300 stock index as the underlying assets of the first stock index futures c.
通过建立BGARCH模型计算沪深300股指期货对现货指数的最优套期保值比率,对套期保值效果进行分析,进而验证沪深300指数作为我国推出的第一份股指期货合约标的资产的有效性。
2.
Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China;
上交所期铜合约的最优套期保值比率低于 1 ,在短期内 ,最优的套期保值比率仅为 0 。
补充资料：套期保值
见抵补保值。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条