Research Article
Dynamic Currency Futures and Options Hedging Model
Table 4
Fitting criteria of CNY/USD.
| | LLF | 7.0932e+03 | 7.3090e+03 | 7.1016e+03 | 7.2108e+03 | 7.0781e+03 | 7.2247e+03 | | AIC | -1.4178e+04 | -1.4606e+04 | -1.4191e+04 | -1.4606e+04 | -1.4144e+04 | -1.4605e+04 | | BIC | -1.4159e+04 | -1.4577e+04 | -1.4162e+04 | -1.4567e+04 | -1.4115e+04 | -1.4502e+04 |
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