Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/20041
DC FieldValue
dc.titleFractional cointegration and futures hedging
dc.contributor.authorLien, D.
dc.contributor.authorTse, Y.K.
dc.date.accessioned2011-02-24T06:55:57Z
dc.date.available2011-02-24T06:55:57Z
dc.date.issued1999
dc.identifier.citationLien, D.,Tse, Y.K. (1999). Fractional cointegration and futures hedging. Journal of Futures Markets 19 (4) : 457-474. ScholarBank@NUS Repository.
dc.identifier.issn02707314
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/20041
dc.sourceScopus
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.sourcetitleJournal of Futures Markets
dc.description.volume19
dc.description.issue4
dc.description.page457-474
dc.identifier.isiutNOT_IN_WOS
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