求翻译:论文的摘要!

小蜗牛 2024-05-20 20:22:51
最佳回答
hedging strategy based on r**k minimization, from april 1, 2011 to 2012 march 30, the csi 300 index and stock index futures data, using a simple regression model (ols), vector autoregressive (var)and error correction garch model to determine the optimal hedge ratio and hedging performance evaluation on the effectiveness of different models for analys**. finally, the specific case to calculate the number of futures contracts for hedging needs. 20210311
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