Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Dolatabadi S, Narayan PK, Nielsen MØ, Xu K. Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. J Futures Markets. 2017 In: 1–24. doi/10.1002/fut.21866 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 27, 2017 erstellt |
Classification: | C32 - Time-Series Models ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012946781