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Cointegration and the optimal hedge ratio: the general case

✍ Scribed by Donald Lien

Book ID: 113871441
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 54 KB
Volume: 44
Category: Article
ISSN: 1062-9769
DOI: 10.1016/j.qref.2003.08.004

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