成果/Result
- Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method被引量:4收藏
- 作者:Dai, Jun Zhou, Haigang Zhao, Shaoquan
- 机构:Wuhan Univ Sci & Technol;Cleveland State Univ;Beijing Union Univ
- 来源:PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词:Downside risk Wavelet decomposition Multi-scale hedge ratio