Time-frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures

Hongyue Guo, Yuan Xi, Fangping Yu, Cong Sui. Time-frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures. Expert Syst. Appl., 238(Part C):121785, March 2024. [doi]

Abstract

Abstract is missing.