您要查找的是不是:
- Value and then compare optimal hedging ratio of the M-VaR at Risk (VaR) 风险价值(VaR)
- 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。
- optimal hedging ratio 最优套期保值比率
- the optimal hedge ratio 最优套期保值比率
- optimal hedge ratio 最优套期比
- Research on the Oil Futures Hedging Ratio 石油期货套期保值套期比选取的研究
- optimal hedging point control policy 最优界点控制策略
- 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。
- optimal hedge ratios 最优套期保值率
- 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。
- Answer `yes' or `no' stop hedging! 回答`是'或`不是'--不要再闪烁其词了!
- Study of the Process of Finding the Fittest Hedging Ratio in Internal Market 论国内市场寻找最佳避险比率的过程
- Stop hedging and answer my question directly! "不要规避,直接回答我的问题!"
- 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。
- The ratio of students to teachers is 35:1. 学生和老师的比率是三十五比一。
- The ratio of schoolboys to schoolgirls is 2 to 1. 男学生和女学生的比例是2比1。
- Men outnumber women here in the ratio of three to one. 此地男子数量以三比一超过女子。
- Keywords China's nonferrous metal futures;hedging ratio and performance;cointegration;ECM;EC-GARCH; 中国有色金属期货;套期保值比率与绩效;协整;误差修正模型;广义自回归条件异方差模型;
- The first or last term of a ratio or a series. 首项,末项比率或数列中第一个或最后一个项
- The ergonomics of the new office were felt to be optimal. 新办公室工效设计因素感觉十分理想。