Multiple cointegrating vectors, error correction, and forecasting with Litterman's model
| Year of publication: |
1995
|
|---|---|
| Authors: | Shoesmith, G.L. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 11.1995, 4, p. 557-568
|