Media type: E-Article Title: The Role of Cointegration for Optimal Hedging with Heteroscedastic Error Term Contributor: Gatarek, Lukasz; Johansen, Soren Published: Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017) Language: English DOI: 10.2139/ssrn.2932844 ISSN: 1556-5068 Keywords: Pharmacology (medical) Origination: Footnote: