An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition
Year of publication: |
2014
|
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Authors: | Conlon, Thomas |
Other Persons: | Cotter, John (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Hedging | Zustandsraummodell | State space model | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Futures Markets, 32 (3):272-299 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 7, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1756800 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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