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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"The journal of futures markets"
~subject:"United States"
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Search: subject_exact:"Autoregressive distributed lag model"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
The journal of futures markets
Applied economics
48
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29
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28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
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13
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8
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1
Price discovery on the international soybean futures markets : a threshold co-integration approach
Li, Chao
;
Hayes, Dermot James
- In:
The journal of futures markets
37
(
2017
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10011669758
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2
The pattern of price linkages among commodities
Dorfman, Jeffrey H.
;
Karali, Berna
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
Saved in:
3
Interdealer inference and price discovery
Huang, Tzu-man
;
Locke, Peter R.
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Saved in:
4
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
5
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
6
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
7
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
8
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
9
The soybean crush spread : empirical evidence and trading strategies
Simon, David P.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 271-289
Persistent link: https://www.econbiz.de/10001377831
Saved in:
10
The relative efficiency of commodity futures markets
Kellard, Neil
(
contributor
)
- In:
The journal of futures markets
19
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001378173
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