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- 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。
- 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
- 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。
- He enclosed the land with a hedge. 他用篱笆把地圈起来。
- There is an opening in the hedge. 这篱笆上有个洞。
- 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。
- MV hedge 最小方差套期保值
- MV hedge ratio 最小方差套期比
- 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。
- We had better get under the lee of the hedge until the rain stops. 我们最好在树篱下躲一躲等雨停。
- A hedge forms the division between her land and mine. 有一道树篱在她的土地和我的土地之间形成了分界线。
- Anyone can help me find this MV online? 任何人都可以帮我找到这个MV上网?
- MV Red Rose cannot repair damage. 轮不能修理受到的损坏.
- MV Red Rose in critical condition. 轮处在危急状况中.
- We have planted trees as a hedge against shifting sand. 我们植树以防流沙的侵袭。
- 今日热词
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- 深远海浮式风电平台 - deep-sea floating wind power platform
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- 京雄高速公路 - Beijing-Xiongan expressway
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- 农业及相关产业增加值 - the added value of agriculture and related industries
