Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures

Ya-juan Yang, Hong Zhang. Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures. In 13th International Conference on Computational Intelligence and Security, CIS 2017, Hong Kong, China, December 15-18, 2017. pages 355-358, IEEE, 2017. [doi]

Authors

Ya-juan Yang

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Hong Zhang

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