An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
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- repec:eee:phsmap:v:503:y:2018:i:c:p:86-104 is not listed on IDEAS
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- repec:eee:reveco:v:58:y:2018:i:c:p:282-298 is not listed on IDEAS
- Hou, Yang & Holmes, Mark, 2017. "On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging," MPRA Paper 82000, University Library of Munich, Germany.
- repec:eee:pacfin:v:54:y:2019:i:c:p:13-28 is not listed on IDEAS
- Conlon, Thomas & Cotter, John, 2013. "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, vol. 36(C), pages 371-379.
- repec:eee:eneeco:v:63:y:2017:i:c:p:92-105 is not listed on IDEAS
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- repec:eee:eneeco:v:71:y:2018:i:c:p:253-272 is not listed on IDEAS
- Dai, Jun & Zhou, Haigang & Zhao, Shaoquan, 2017. "Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 502-510.
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