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