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An Empirical Analysis of Dynamic Multiscale Hedging Using Wavelet Decomposition
1 of 19 checkable references need attention · checked 2026-09-09
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2327150
The 18 checked references that resolve
resolves10.1002/fut.3990120205
Hedge period length and Ex‐ante futures hedging effectiveness: The case of foreign‐exchange risk cross hedges
resolves10.1002/fut.10121
An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios
resolves10.1016/j.physa.2008.05.046
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies
resolves10.1002/fut.20294
Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement
resolves10.1080/14697680600989576
Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns
resolves10.1016/s0378-4371(00)00463-5
Differentiating intraday seasonalities through wavelet multi-scaling
resolves10.1002/fut.3990150502
A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length
resolves10.1016/j.mulfin.2005.09.002
Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
resolves10.1086/499138
The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis*
The 4 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref13
no DOI — not checkedref22
no DOI — not checkedref23
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checked 2026-09-09 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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