1.
Calculation of optimal hedge ratio of stock index futures under time-varying variance;
存在时变方差的股指期货最佳套期保值比率计算
2.
A Study of Chnese Stock Index Future Hedge Strategy and Optimal Hedge Ratio;
我国股指期货套期保值策略及最佳套期保值率研究
3.
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
4.
Minimum variance hedge ratio based on Copula
基于Copula的最小方差套期保值比率
5.
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
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.
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
11.
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
12.
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
13.
Mean-variance Hedging under Stochastic Interests;
随机利率下的均值-方差最小套期保值
14.
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
15.
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
16.
Calculation methods and Empirical Research on the Minimum Risk Hedge Ratio of the Stock Index Futures;
股指期货最小风险套期保值比率计算方法及实证研究
17.
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
18.
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