Research on estimating the optimal hedge ratio using an integrated method with noise reduction-mixed frequency-decomposition

ZHU Pengfei, LU Tuantuan, WEI Yu

Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (2) : 429-447.

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Systems Engineering - Theory & Practice ›› 2025, Vol. 45 ›› Issue (2) : 429-447. DOI: 10.12011/SETP2023-1987

Research on estimating the optimal hedge ratio using an integrated method with noise reduction-mixed frequency-decomposition

  • ZHU Pengfei1,2, LU Tuantuan3, WEI Yu4
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2025, 45(2): 429-447 https://doi.org/10.12011/SETP2023-1987

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