Forecasting oil and stock returns with a Qual VAR using over 150 years off data
Year of publication: |
February 2017
|
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Authors: | Gupta, Rangan ; Wohar, Mark E. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 181-186
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Subject: | Vector autoregressions | Business cycle turning points | Forecasting | Oil and stock prices | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Konjunktur | Business cycle |
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