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- W2380284285 abstract "In this paper,we used truthful date of HS300 stock index future and select 10 stocks as a spot combination.Then we research on the optimal hedge ratio of the stock index futures with OLS,B-VAR,ECM and EC-GARCH models,and compared the performance of these models.It proves that the ECM model is superior to others when we estimate the permance of the hedge ratio." @default.
- W2380284285 created "2016-06-24" @default.
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- W2380284285 date "2012-01-01" @default.
- W2380284285 modified "2023-09-23" @default.
- W2380284285 title "Performance Research on the Optimal Hedge Ratio of the Stock Index Futures" @default.
- W2380284285 hasPublicationYear "2012" @default.
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