偏离持仓成本估值下的最优对冲:来自西班牙股指期货市场的证据

Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market

Journal of Banking & Finance · 2003
被引 55
人大 A-ABS 3
期货市场对冲策略金融经济学计量经济学市场微观结构