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

TANG Yong, CUI Jinxin

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (9) : 1036-1054.

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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (9) : 1036-1054. DOI: 10.12341/jssms13436

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

  • TANG Yong 1,2 ,CUI Jinxin 1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(9): 1036-1054 https://doi.org/10.12341/jssms13436

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