Optimal hedging using cointegration
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Publication:4719406
DOI10.1098/rsta.1999.0416zbMath0962.91067MaRDI QIDQ4719406
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Publication date: 4 January 2000
Published in: Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1999.0416
91B84: Economic time series analysis
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