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- In order to evaluate the efficiency of hedge, OLS method arid BGARCH model are both used to calculate the optimal hedge ratios. 为了评估套期保值的效果,最小二乘方法(OLS)及二元GARCH(BGARCH)模型常被用于最优套期保值比率的估计。
- As an important tool of risk management in capital market, the function of stock index futures is dependent on the determination of hedge ratio. 摘要股指期货作为资本市场中重要的风险管理工具,其功能的发挥取决于套期保值比率的确定。
- Relationship to Hedge Ratios and Time Decay 掉期比例和时间衰退的关系
- On the base of MV hedge ratio, this paper put forward the principle of future return and spot return matching, using nonlinear correlation parameter replace the linear one to improve the hedge ratio. 在最小方差套期保值模型的基础上,提出了最小方差套期保值的期货与现货波动非线性对冲原理,利用非线性相关系数代替传统的线性相关系数,提高了套期保值比率的准确性。
- Secondly, this thesis compares the hedging effectiveness of two hedge ratio estimating methods, the Ordinary Least Square (OLS) and Error Correction Model (ECM). 第二,论文在理论上比较了最小二乘法(OLS)与误差修正模型(ECM)两种套期保值率估计方法下的套期保值效果。
- Buying a house is the best hedge against inflation. 购买房子是防止通货膨胀的最佳保障。
- The Hedge Ratio for Option Trade under Limited Loss Probability 限定亏损概率下期权交易中的套期保值比率研究
- The Ascertainment of Future Hedge Ratio for Minimum Risk 基于风险最小化的期货套期保值比率的确定
- He enclosed the land with a hedge. 他用篱笆把地圈起来。
- Research on MV Hedge Ratio Based on Nonlinear Correlation 基于非线性相关的最小方差套期保值比率研究
- There is an opening in the hedge. 这篱笆上有个洞。
- The ratios of 1 to 5 and 20 to 100 are the same. 1与5之比和20与100之比相同。
- Love thy neighbor, but pull not down thy hedge. [谚]邻居无论多好,围篱不可推倒。
- He cut the hedge with garden shears. 他用园艺大剪刀修剪树篱。
- They planted a hedge around the garden. 他们在花园周围栽起了树篱。
- Will the hedge keep the sheep out of the field? 这篱笆能将羊群挡在田地外面吗?
- It won't do to hedge your pupils in with a thousand dos and don'ts. 用无数清规戒律去束缚学生是不行的。
- A hedge of spectators along the sidewalk. 沿着人行道形成了一道观众障碍
- The dog gave tongue when the fox came through the hedge. 当狐狸从栅栏后出现时,狗发出了吠声。
- The ratio of students to teachers is 35:1. 学生和老师的比率是三十五比一。