Subject
Economics and Econometrics,Finance
Reference44 articles.
1. Scaling laws and variance as a measure of long-term dependence;Batten;International Review of Financial Analysis,1999
2. The valuation of option contracts and a test of market efficiency;Black;Journal of Finance,1972
3. Introduction to Wavelets and Wavelet Transforms;Burrus,1998
4. Short-run deviations and optimal hedge ratio: evidence from stock futures;Choudhry;Journal of Multinational Financial Management,2003
5. Futures Markets;Duffie,1989
Cited by
31 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献