The study of the hedging of ETFs using stock index futures (Q4980312)
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scientific article; zbMATH DE number 6311116
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| English | The study of the hedging of ETFs using stock index futures |
scientific article; zbMATH DE number 6311116 |
Statements
30 June 2014
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hedging
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CSI 300 index futures
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state space model
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Kalman filter
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0.7466635704040527
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0.7438055872917175
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0.7145969271659851
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0.7144023776054382
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