Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/20041
Title: Fractional cointegration and futures hedging
Authors: Lien, D.
Tse, Y.K. 
Issue Date: 1999
Citation: Lien, D.,Tse, Y.K. (1999). Fractional cointegration and futures hedging. Journal of Futures Markets 19 (4) : 457-474. ScholarBank@NUS Repository.
Source Title: Journal of Futures Markets
URI: http://scholarbank.nus.edu.sg/handle/10635/20041
ISSN: 02707314
Appears in Collections:Staff Publications

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