1.
A Study on Time-varying Hedgeing Ratios of Mutiple Oil Futures
多石油期货的时变套期保值比率研究
2.
Estimation of Optimal Hedging Ratios Based on Co-integration Method;
基于协整的最优套期保值比率的估计
3.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
4.
An Empirical Study on Optimal Hedge Ratio and Hedging Performance on Crude Oil Futures;
石油期货最优套期保值比率及套期保值绩效的实证研究
5.
Optimal Hedge Ratio and the Performance of Hedging: an Empirical Analyzing of Hedging about Copper Futures of SFE in China;
套期保值比率与套期保值的效绩——上海期铜合约的套期保值实证分析
6.
The Ascertainment of Future Hedge Ratio for Minimum Risk
基于风险最小化的期货套期保值比率的确定
7.
Research on the Optimal Hedge Ratio of Fuel Oil Futures in China;
中国燃料油期货最优套期保值比率研究
8.
The Empirical Analysis of Optimal Hedge Rate of csi300;
沪深300指数期货最优套期保值比率实证分析
9.
Evaluation of Optimal Hedging Ratios of CSI300 Index Futures;
沪深300指数期货最优套期保值比率的估计
10.
Improved method for calculating hedge ratio of stock index future;
股指期货套期保值比率计算方法的改进
11.
Investigation on Optimal Hedging Ratio and Performance of Fuel Futures in SHFE in China;
中国燃料油期货的套期保值比率与绩效研究
12.
Empirical Study on Optimal Foreign Futures Hedge Ratio;
关于外汇期货套期保值比率的实证研究
13.
Research on Optimal Cross-hedge Ratio of Foreign Exchange Futures Based on DCC Model
基于DCC模型的外汇期货交叉套期保值比率估计
14.
Futures Optimal Hedge Ratio Model Based on CVaR and Its Application
基于CVaR的期货最优套期保值比率模型及应用
15.
An Empirical Analysis on the Hedging Proportion and the Efficiency of Shanghai Copper Future
基于沪铜期货的套期保值比率与效率比较的实证分析
16.
Research on MV Hedge Ratio Based on Nonlinear Correlation;
基于非线性相关的最小方差套期保值比率研究
17.
The Study of Copper Hedge Ratios Based on ECM and GARCH Model
基于误差修正和GARCH模型的铜套期保值比率研究
18.
The Hedge Ratio for Option Trade under Limited Loss Probability
限定亏损概率下期权交易中的套期保值比率研究