An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis

Journal of Futures Markets

Volumn 27, Issue 2, 2007, Pages 127-150

  Lien, Donald ^a   Shrestha, Keshab ^b  

^a UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^b NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846171224     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20248     Document Type: Article

References (21)

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