Concepedia

The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*

Francis In, Sangbae Kim

The Journal of Business · 2006 · 183 citations · 23 references

DOI

Abstract

Francis In, Sangbae Kim, The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis, The Journal of Business, Vol. 79, No. 2 (March 2006), pp. 799-820

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