Time–frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures
Author:
Funder
Dalian High-Level Talent Innovation Program
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
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5. Hedging and value at risk: A semi-parametric approach;Cao;Journal of Futures Markets,2010
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