基于多小波降噪—分形标幅双集成法的股指期货套期保值比率估计研究
朱鹏飞, 卢团团, 魏宇, 林莎
Research on Estimating Hedging Ratio in Stock Futures Using a Multi-Wavelet Denoising and Fractal Scale-Amplitude Dual Integration Method
Pengfei Zhu, Tuantuan Lu, Yu Wei, Sha Lin
中国管理科学
.
2026, (5): 21
-34
.
DOI: 10.16381/j.cnki.issn1003-207x.2024.1454
