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Fractional cointegration and futures hedging

✍ Scribed by Lien, Donald; Tse, Yiu Kuen

Publisher: John Wiley and Sons
Year: 1999
Tongue: English
Weight: 190 KB
Volume: 19
Category: Article
ISSN: 0270-7314
DOI: 10.1002/(sici)1096-9934(199906)19:4<457::aid-fut4>3.0.co;2-u

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