hedge stake

与hedge stake相关的网络例句 [注：此内容来源于网络，仅供参考]

In general, this paper includes several parts, shown as the following: The first part summarizes the background and outline of stock index future and introduce briefly its local status and CSI 300 stock index future contract. The second part has a retrospect of the main academic papers of both local or overseas, and also a discussion of relevant hedge strategies and models, to lay a solid theoretical foundation for the empirical analysis and test for the operation process of hedge in latter parts. The third part outlines the principle, key factors and real operation process of hedge. Moreover, it makes a empirical analysis on popular hedge models with HK Hang Seng index. In the end, it test the hedge effect of trading on IF0706, CSI 300 stock index future contract, with CCB select-growth securities fund as present underlying. The fourth and also the last part, explores how to define hedge ratio in china mainland market. It includes the stability test ofβfor local securities portfolio, adjustment of historicalβand best data length for estimation of historicalβ, etc. Also, the thesis makes some beneficial experiments on the definition of best data length for estimation of historicalβ, survey of fashion forβand variation for industryβs. Fortunately, it's got some meaningful results.

按照以上研究思路，本论文论述由以下几个部分构成：第一部分，简要概述股指期货产生的背景和基本情况，对国内股指期货进程和沪深300股指期货合约进行简单介绍；第二部分，回顾海内外股指期货避险研究的主要文献，讨论相关避险策略及避险模型，为后面套期保值策略如何有效运用的实证分析和检验提供理论基础和依据；第三部分，对套期保值的原理、关键因素及实际流程进行概述，并采用香港恒生指数对常用的几种避险模型进行实证分析，最后一揽子以建信优选成长股票型基金为现货标的，实际检验以沪深300股指期货模拟交易IF0706产品进行对冲时的套期保值效果；第四部分，探讨国内确定避险比率的过程，包括国内股票组合β值的稳定性检验、历史β值的修正及估计历史β值的最佳数据长度等，通过数据分析，本文在寻找估计β值的最佳数据长度和考察风格、行业β值的差异上做了较为有益的尝试，并得到了有助于现实操作的结果。

Meanwhile, the index futures hedge theory has also get a further development, which evolves from traditional hedge theory, the selectivity hedge theory and modern hedge theories. After analyzing the merits and shortcomings of the three theories, the paper mainly studies four minimum square hedge theory models, which are The traditional static OLS model, VECM model, one variable GARCH(1, 1) model and one variable GJR-GARCH(1, 1, 1) model. Established on September 8th in 2006, China Financial Futures Exchange initiated a new era of our country finance ramification-- index futures, opening a door for the China futures industry.

而股指期货的套期保值理论也随之得到长足发展，历经传统套期保值理论、选择性套期保值理论和现代套期保值理论，本文在分析三大理论优缺点的同时，着重研究现代套期保值理论即最小方差避险理论的四种模型：传统静态OLS模型、VECM模型、单变量GARCH(1，1)模型、单变量GJR—GARCH(1，1，1)模型。2006年9月8日，中国金融期货交易所的成立，掀开了我国金融衍生品种股指期货的新纪元，迎来了中国期货行业发展的机遇期。

Results of eight investigations make use of the soil experience and analysis form the disaster area of 921 earthquakes, The result of soil investigation and analysis form the disaster area of 921 earthquakes, Understanding such as: 1. The recommand degree depth of drive stake is 40% of stake length for stake and wattling method on dry soil condition. And 58% of stake lengths on unsaturated condition. And 67% of stake length on soil saturated condition.

本研究乃以8个涵盖921集集地震灾区之区域地质样区，采取土样进行试验分析与计算，经研究调查结果得知，乾土时打桩编栅工法桩材的贯入深度建议为桩材长度之40%，半饱和时的桩的贯入深度建议为桩材长度之58%，完全饱和时桩贯入深度建议为桩材长度之67%。

与hedge stake相关的网络解释 [注：此内容来源于网络，仅供参考]

hedge buying：买期保值,套买保值 hedge buying 买期保值,套买保值

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买期保值,套买保值 hedge buying 买期保值,套买保值：hedge buying

1895 1 hedge buying 买期保值,套买保值 hedge buying 买期保值,套买保值 | 1896 1 hedge selling 套卖保值,卖期保值 hedge selling 套卖保值,... | 1897 1 hidden assets 隐蔽资产,账外资产 hidden assets 隐蔽资产,...

go to the stake over /for sth：为坚持自己的观点不惜一切代价

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