Optimal hedging ratio from time-frequency domain perspective—Based on integrated EEMD-SJC Copula-GARCHSK model

ZHU Pengfei, TANG Yong, LU Tuantuan, LIN Juanjuan

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (10) : 2563-2580.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (10) : 2563-2580. DOI: 10.12011/1000-6788-2019-1706-18

Optimal hedging ratio from time-frequency domain perspective—Based on integrated EEMD-SJC Copula-GARCHSK model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(10): 2563-2580 https://doi.org/10.12011/1000-6788-2019-1706-18

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