Study on the Dynamic Hedging Ratios of Stock Index Future Using GARCH － Copula Model

JIANG Yu

Journal of Central University of Finance & Economics ›› 2013, Vol. 1 ›› Issue (05) : 38.

Journal of Central University of Finance & Economics ›› 2013, Vol. 1 ›› Issue (05) : 38.

Study on the Dynamic Hedging Ratios of Stock Index Future Using GARCH － Copula Model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2013, 1(05): 38

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