Fractional cointegration and futures hedging
Year of publication: |
1999
|
---|---|
Authors: | Lien, Donald ; Tse, Yiu Kuen |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 4, p. 457-474
|
Subject: | Index-Futures | Index futures | Aktienindex | Stock index | Hedging | Kointegration | Cointegration | Japan | 1989-1997 |
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