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https://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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