Dynamic hedging strategies across assets and commodities : a wavelet analysis
Aqila Rafiuddin and Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot and Arindam Banerjee
| Year of publication: |
2023
|
|---|---|
| Authors: | Rafiuddin, Aqila ; Gaytan, Jesus Cuauhtemoc Tellez ; Mohnot, Rajesh ; Banerjee, Arindam |
| Subject: | Correlation | Cryptocurrencies | Multiscale hedging | Safe haven | Wavelet analysis | Hedging | Zustandsraummodell | State space model | Korrelation | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-03-2023-0056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338632