Multiscale hedge ratio between Taiwan stock and futures index: an application of wavelet analysis
-
Article InfoVolume 6 2009, Issue #1 (cont.)
- 666 Views
-
396 Downloads
Close
Investment Management and Financial Innovations
-
Home
-
Journals
-
Investment Management and Financial Innovations
-
Issue #1 (cont.)
- Multiscale hedge ratio between Taiwan stock and futures index: an application of wavelet analysis