@techreport{0688ad6ab9884675bf43ef9e77fb0121,
title = "Optimal hedging with the cointegrated vector autoregressive model",
keywords = "Faculty of Social Sciences",
author = "Lukasz Gatarek and S{\o}ren Johansen",
note = "JEL Classification: D03, D42, D83",
year = "2014",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "22",
publisher = "{\O}konomisk institut, K{\o}benhavns Universitet",
type = "WorkingPaper",
institution = "{\O}konomisk institut, K{\o}benhavns Universitet",
}