1.
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
2.
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
3.
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
4.
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
5.
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
6.
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
7.
Optimal Hedging Ratios of Copper Futures in China:Evaluation & Comparison;
中国铜期货最优套期保值比率估计及其比较研究
8.
The Evaluation and Comparison Research of Dynamic Optimal Hedging Ratios Based on Modified ECM-GARCH;
基于修正的ECM-GARCH模型的动态最优套期保值比率估计及比较研究
9.
Improved method for calculating optimal hedge ratio of freight index future;
运价指数期货最优套期保值比率计算方法的改进
10.
Empirical Research on Optimal Hedging Ratio of China's Soybean Futures Market
中国大豆期货市场最优套期保值比率的实证研究
11.
Empirical Performance of Alternative Optimal Hedge Ratio Models-Based on the Chinese Market
基于中国市场的最优套期保值比率模型绩效实证检验
12.
Modeling of Optimal Dynamic Hedging of Exchange Rate Risk;
最优动态汇率风险套期保值模型研究
13.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
14.
The Estimation and Comparison Research of Optimal Hedge Ratio for Commodity Futures
商品期货最优套期保值比估计及比较研究
15.
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
16.
Research on the Optimal Hedging Ratios Using Stock Index Futures Based on the Behavior Heterogeneity
基于异质行为的股指期货最优套保比率研究
17.
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
18.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值