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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中国科学院数学与系统科学研究院期刊网
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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

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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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