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Optimal Hedging Ratio for SHSZ300 Index

Author: XiaoFei
Tutor: FangXianCang
School: East China Normal University
Course: World economy
Keywords: Stock index futures Hedging GARCH model Optimal hedging methods
CLC: F224
Type: Master's thesis
Year: 2011
Downloads: 64
Quote: 0
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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