Study on high-frequency futures cross-hedging problem driven by heterogeneous financial market

ZHAO Shuran, ZHANG Yanyan, REN Peimin

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (9) : 2189-2204.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (9) : 2189-2204. DOI: 10.12011/1000-6788(2016)09-2189-16

Study on high-frequency futures cross-hedging problem driven by heterogeneous financial market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(9): 2189-2204 https://doi.org/10.12011/1000-6788(2016)09-2189-16

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