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

Abstract

No abstract was published for this record.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 27 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.