%0 Journal Article %1 Coakley2008 %A Coakley, Jerry %A Dollery, Jian %A Kellard, Neil %D 2008 %J Computational Statistics & Data Analysis %K Fractional cointegration %N 6 %P 3075--3082 %T The role of long memory in hedging effectiveness %U http://www.sciencedirect.com/science/article/B6V8V-4R17TRV-3/1/a20bcdc5e4cec71db5687311ed5d4d95 %V 52

@article{Coakley2008, added-at = {2008-04-23T14:55:19.000+0200}, author = {Coakley, Jerry and Dollery, Jian and Kellard, Neil}, biburl = {https://www.bibsonomy.org/bibtex/2319d0bfc2569412f02c2dab7d59a7cd7/smicha}, day = 20, interhash = {ee3b3df2be3a87a9ba5e319d8f17d37c}, intrahash = {319d0bfc2569412f02c2dab7d59a7cd7}, journal = {Computational Statistics \& Data Analysis}, keywords = {Fractional cointegration}, month = Feb, number = 6, pages = {3075--3082}, timestamp = {2008-04-23T14:59:10.000+0200}, title = {The role of long memory in hedging effectiveness}, url = {http://www.sciencedirect.com/science/article/B6V8V-4R17TRV-3/1/a20bcdc5e4cec71db5687311ed5d4d95}, volume = 52, year = 2008 }