Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches

✍ Scribed by Hou, Yang; Li, Steven

• Book ID: 121330920
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 356 KB
• Volume: 24
• Category: Article
• ISSN: 0927-538X
• DOI: 10.1016/j.pacfin.2013.04.001