Optimal hedging with the cointegrated vector autoregressive model

Research output: Working paperResearch

Original languageEnglish
Place of PublicationCopenhagen
PublisherØkonomisk institut, Københavns Universitet
Number of pages11
Publication statusPublished - 2014
SeriesUniversity of Copenhagen. Institute of Economics. Discussion Papers (Online)
Number22
Volume2014
ISSN1601-2461

Bibliographical note

JEL Classification: D03, D42, D83

ID: 126894232