CORC

浏览/检索结果: 共2条,第1-2条 帮助

限定条件                    
已选(0)清除 条数/页:   排序方式:
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Lu‐Tao Zhao;  Ya Meng;  Yue‐Jun Zhang;  Yun‐Tao Li
收藏  |  浏览/下载:14/0  |  提交时间:2019/12/13
copula  EVT  FIGARCH  model  oil  price  optimal  hedge  ratio  VaR  
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 卷号: Vol.24 No.1, 页码: 186-203
作者:  Zhao, LT;  Meng, Y;  Zhang, YJ;  Li, YT
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17


©版权所有 ©2017 CSpace - Powered by CSpace