Fractional cointegration and futures hedging

Journal of Futures Markets

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Bibliographic Details
Main Authors:	Lien, D., Tse, Y.K.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/20041
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-20041
record_format	dspace
spelling	sg-nus-scholar.10635-200412015-01-27T08:56:38Z Fractional cointegration and futures hedging Lien, D. Tse, Y.K. ECONOMICS Journal of Futures Markets 19 4 457-474 2011-02-24T06:55:57Z 2011-02-24T06:55:57Z 1999 Article Lien, D.,Tse, Y.K. (1999). Fractional cointegration and futures hedging. Journal of Futures Markets 19 (4) : 457-474. ScholarBank@NUS Repository. 02707314 http://scholarbank.nus.edu.sg/handle/10635/20041 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
description	Journal of Futures Markets
author2	ECONOMICS
author_facet	ECONOMICS Lien, D. Tse, Y.K.
format	Article
author	Lien, D. Tse, Y.K.
spellingShingle	Lien, D. Tse, Y.K. Fractional cointegration and futures hedging
author_sort	Lien, D.
title	Fractional cointegration and futures hedging
title_short	Fractional cointegration and futures hedging
title_full	Fractional cointegration and futures hedging
title_fullStr	Fractional cointegration and futures hedging
title_full_unstemmed	Fractional cointegration and futures hedging
title_sort	fractional cointegration and futures hedging
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/20041
_version_	1681079703600889856

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