中国股票市场最优套期保值比率研究------基于高阶矩HAR模型

唐勇，崔金鑫

Research on Optimal Hedging Ratio of Chinese Stock Market Based on Higher Moments HAR Model

TANG Yong, CUI Jinxin

系统科学与数学 . 2018, (9): 1036 -1054 . DOI: 10.12341/jssms13436