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~subject:"Börsenkurs"
~person:"Xu, Ke"
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Börsenkurs
Cointegration
13
Kointegration
13
fractional cointegration
12
futures markets
12
vector error correction model
12
Share price
8
Theorie
8
Theory
8
VAR model
8
VAR-Modell
8
Commodity derivative
7
Rohstoffderivat
7
price discovery
7
Estimation
6
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6
Commodity exchange
5
Time series analysis
5
Warenbörse
5
Zeitreihenanalyse
5
backwardation
5
contango
5
deterministic trend
5
Fractional cointegration
4
Preis
4
Price
4
Forecasting model
3
Price discovery
3
Prognoseverfahren
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commodity markets
3
economic significance
3
forecasting
3
Estimation theory
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Futures markets
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Schätztheorie
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Vector error correction model
2
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Canadian commodities
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Xu, Ke
Caporale, Guglielmo Maria
34
Gil-Alaña, Luis A.
26
Belke, Ansgar
13
Gupta, Rangan
11
Hautsch, Nikolaus
10
Alagidede, Paul
9
Arouri, Mohamed
9
Rault, Christophe
9
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8
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8
Panagiōtidēs, Theodōros
8
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8
Gil-Alana, Luis A.
7
Jawadi, Fredj
7
Narayan, Paresh Kumar
7
Balcilar, Mehmet
6
Chang, Tsangyao
6
Chen, Shyh-Wei
6
Dreger, Christian
6
Huang, Ruihong
6
Hunter, John
6
Lee, Chien-chiang
6
Sheikh, Umaid A.
6
Smyth, Russell
6
Tabash, Mosab I.
6
Wiedmann, Marcel
6
Wolters, Jürgen
6
Ahlgren, Niklas
5
Beckmann, Joscha
5
Chiang, Thomas C.
5
Dolatabadi, Sepideh
5
Engsted, Tom
5
Humpe, Andreas
5
McAleer, Michael
5
Nielsen, Morten Ørregaard
5
Polleit, Thorsten
5
Siklos, Pierre L.
5
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Queen's Economics Department working paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
CREATES research paper
1
Journal of banking & finance
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
2
Fractional
cointegration
and price discovery in Canadian commodities
Xu, Ke
;
Stewart, Kenneth G.
;
Cao, Zeyang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
Saved in:
3
The impact of RMB's SDR inclusion on price discovery in onshore-offshore markets
Chen, Yu-Lun
;
Xu, Ke
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820935
Saved in:
4
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh
;
Narayan, Paresh Kumar
;
Nielsen, …
-
2015
Based on recent evidence of fractional
cointegration
in commodity spot and futures markets, we investigate whether a …
Persistent link: https://www.econbiz.de/10010464770
Saved in:
5
A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets
Dolatabadi, Sepideh
-
2017
-unit
cointegration
coefficient. Price discovery can be analyzed in the FCVAR model by a relatively straightforward examination of the …
Persistent link: https://www.econbiz.de/10012946789
Saved in:
6
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
Persistent link: https://www.econbiz.de/10010394599
Saved in:
7
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
-
2014
-unit
cointegration
coefficient. Price discovery can be analyzed in the FCVAR model by a relatively straightforward examination of the …
Persistent link: https://www.econbiz.de/10010381431
Saved in:
8
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
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