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Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10001569095
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Testing for cointegration using partially linear models
Juhl, Ted; Xiao, Zhijie - In: Journal of econometrics 124 (2005) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10002515642
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The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul Douglas - In: The journal of futures markets 32 (2012) 9, pp. 837-876
Persistent link: https://www.econbiz.de/10009612630