Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market | |
Lin, Xiaoqiang; Chen, Qiang; Tang, Zhenpeng | |
刊名 | ECONOMIC MODELLING
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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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