Multiscale hedge ratio between Taiwan stock and futures index: an application of wavelet analysis
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2009-04-01
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| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2613/imfi_en_2009_01_cont_Chen.pdf |