Hedging strategy with futures based on prediction of realized second moment: An application to stock index futures

HAN Li-yan, REN Guang-yu

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2629-2636.

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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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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2629-2636. DOI: 10.12011/1000-6788(2012)12-2629

Hedging strategy with futures based on prediction of realized second moment: An application to stock index futures

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(12): 2629-2636 https://doi.org/10.12011/1000-6788(2012)12-2629

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