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	Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market
	Lin, Xiaoqiang; Chen, Qiang; Tang, Zhenpeng
刊名	ECONOMIC MODELLING
	2014
卷号	40页码:81-90
关键词	Market noise conditional volatility Optimal hedge ratio Multivariate GARCH model
ISSN号	0264-9993
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2899032
专题	福州大学
推荐引用方式 GB/T 7714	Lin, Xiaoqiang,Chen, Qiang,Tang, Zhenpeng. Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market[J]. ECONOMIC MODELLING,2014,40:81-90.
APA	Lin, Xiaoqiang,Chen, Qiang,&Tang, Zhenpeng.(2014).Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market.ECONOMIC MODELLING,40,81-90.
MLA	Lin, Xiaoqiang,et al."Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market".ECONOMIC MODELLING 40(2014):81-90.

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