5Ederington,L.H.The Hedging Performance of the New Futures Markets[J].Journal of Finance,1979,(34):157-170. 被引量：1
6Lien,D.,& Luo,X.Estimating multiperiod hedge ratios in cointegrated markets[J].Journal of Futures Markets,1993,(13):909-920. 被引量：1
7Ghosh,A.Hedging with stock index futures:Estimation and forecasting with error correction model.[J] Journal of Futures Markets,1993,(13):743-752. 被引量：1
8Chou,W.L.,Fan,K.K.,& Lee,C.F.Hedging with the Nikkei index futures:The conventional model versus the error correction model[J].Quarterly Review of Economics and Finance,1993,(36):495-505. 被引量：1
9Donald Lien Yiu Kuen Tse and Albert Tsui,.Evaluating Hedging Performance of the Constant-Correlation GARCH Model[J].Applied Financial Economics,2002,(12):791-798. 被引量：1
10Baillie,R.T.and R.Myers,.Bivariate GARCH Estimation of The Optimal Commodity Futures Hedge[J],Journal of Applied Econometrics,1991,(6):109-124. 被引量：1
