麻烦各位帮忙翻译一下 非常感谢

The main goal is to evaluate the performance of different models in terms of their ability to reduce the variances of an out-of-sample hedged portfolio and to test the statistical significance of performance improvements using SPA tests.

we introduce the L_AB model, which incorporates two interesting time-series features; namely, the long memory effect of the basis on the conditional mean and the asymmetric effect of the basis on the time-varying variances and the time-varying correlation of spot and futures returns, respectively.
谢谢 麻烦再帮我翻下这段哦