The research on the hedging efficiency of CSI300 stock index futures in different market states——The impact of abnormal fluctuation

SUN Jie, JIN Xin, ZHANG Yun

Systems Engineering - Theory & Practice ›› 2023, Vol. 43 ›› Issue (1) : 76-90.

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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 ›› 2023, Vol. 43 ›› Issue (1) : 76-90. DOI: 10.12011/SETP2021-3183

The research on the hedging efficiency of CSI300 stock index futures in different market states——The impact of abnormal fluctuation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2023, 43(1): 76-90 https://doi.org/10.12011/SETP2021-3183

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