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]
@inproceedings{YangZ17-25,
title = {Model Analysis for Estimating Optimal Hedging Ratio of Stock Index Futures},
author = {Ya-juan Yang and Hong Zhang},
year = {2017},
doi = {10.1109/CIS.2017.00083},
url = {http://doi.ieeecomputersociety.org/10.1109/CIS.2017.00083},
researchr = {https://researchr.org/publication/YangZ17-25},
cites = {0},
citedby = {0},
pages = {355-358},
booktitle = {13th International Conference on Computational Intelligence and Security, CIS 2017, Hong Kong, China, December 15-18, 2017},
publisher = {IEEE},
isbn = {978-1-5386-4822-3},
}