Title of article :
The role of long memory in hedging effectiveness
Author/Authors :
Jerry Coakley، نويسنده , , Jian Dollery، نويسنده , , Neil Kellard، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
8
From page :
3075
To page :
3082
Keywords :
Fractional cointegration , Commodities , FIEC-BEKK , Optimal hedge ratio
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2008
Journal title :
Computational Statistics and Data Analysis
Record number :
145732
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145732
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