
异质金融市场高频期货交叉套期保值问题研究
Study on high-frequency futures cross-hedging problem driven by heterogeneous financial market
交叉套保 / 金融高频数据 / 异质市场 / 条件自回归Wishart(CAW)模型 {{custom_keyword}} /
cross-hedging / high-frequency data / heterogeneous market / HAR-CAW model {{custom_keyword}} /
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