...套期保值绩效；garch（1,1）模型 [gap=769]acial project and risk management; hushen300 stock index futures; hedging ratio; hedging performance; garch(1,1)model ..
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hedging ratio and performance 套期保值比率与绩效
The hedging performance of these four hedge ratios is evaluated by portfolio coefficient of variation.
套期保值效率采用差异系数来测度。
参考来源 - 商品期货最优套期保值比估计及比较研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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