Zhiyuan PAN, Xianchao SUN

Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures

Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 1

107-121

Hedge Strategy, Optimal Hedge Ratio, Nonparametric Estimation, Patton (2006)'s SJC-Copula, Hong and Li (2005)'s Statistics, CSI 300 Index Futures.

4856

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