OPTIMAL HEDGING AND SPREADING IN COINTEGRATED MARKETS

Authors
D.-H.D. LIEN
Citation
D.-H.D. LIEN, OPTIMAL HEDGING AND SPREADING IN COINTEGRATED MARKETS, Economics letters, 40(01), 1992, pp. 91
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
40
Issue
01
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)40:01<91:OHASIC>2.0.ZU;2-U