An empirical analysis of dynamic multiscale hedging using wavelet decomposition

C-Tier
Journal: Journal of Futures Markets
Year: 2012
Volume: 32
Issue: 3
Pages: 272-299

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Technical Details

RePEc Handle
repec:wly:jfutmk:v:32:y:2012:i:3:p:272-299
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08