Optimal hedging with the cointegrated vector autoregressive model
Research output: Working paper › Research
Original language | English |
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Place of Publication | Copenhagen |
Publisher | Økonomisk institut, Københavns Universitet |
Number of pages | 11 |
Publication status | Published - 2014 |
Series | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
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Number | 22 |
Volume | 2014 |
ISSN | 1601-2461 |
Bibliographical note
JEL Classification: D03, D42, D83
- Faculty of Social Sciences
Research areas
ID: 126894232