Optimal hedging using cointegration (Q4719406)

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scientific article; zbMATH DE number 1383968
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Optimal hedging using cointegration
scientific article; zbMATH DE number 1383968

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    title
    Optimal hedging using cointegration (English)
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    publication date
    4 January 2000
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    zbMATH DE Number
    1383968
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    zbMATH Keywords
    cointegration
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    time-series modelling
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    financial markets
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    index tracking
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    hedging
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