中国铜期货市场最优套期保值比率估计——基于马尔科夫区制转移GARCH模型

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|23|5|14-22

ISSN: 1003-207x

Source: 中国管理科学, Vol.23, Iss.5, 2015-01, pp. : 14-22

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Abstract