Title of article :
Cointegration and the optimal hedge ratio: the general case
Author/Authors :
Donald Lien، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Keywords :
Cointegration , Optimal hedge ratio , Hedging effectiveness
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
