基于已实现二阶矩预测的期货套期保值策略及对股指期货的应用
韩立岩, 任光宇
Hedging strategy with futures based on prediction of realized second moment: An application to stock index futures
HAN Li-yan, REN Guang-yu
系统工程理论与实践
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2012, (12): 2629
-2636
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DOI: 10.12011/1000-6788(2012)12-2629
