Hedging futures performance with denoising and noise-assisted strategies
Year of publication: |
2021
|
---|---|
Authors: | Zheng, Chengli ; Su, Kuangxi ; Yao, Yinhong |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-13
|
Subject: | Empirical mode decomposition (EMD) | Futures hedging | Hedging performance | Noise processing | Hedging | Derivat | Derivative | Theorie | Theory |
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