An empirical analysis of dynamic multiscale hedging using wavelet decomposition

Journal of Futures Markets

Volumn 32, Issue 3, 2012, Pages 272-299

  Conlon, Thomas ^a   Cotter, John ^a  

^a UNIVERSITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84856532457     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20519     Document Type: Article

References (30)

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