evaluated the function of the world’s first fresh fruit futures contract for apples. Combining partial cointegration with state …

Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …

Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …

Partial cointegration is a weakening of cointegration that allows for the "cointegrating" process to contain a random … estimation routine, and a suitable likelihood ratio test. Then, we explore the use of partial cointegration as a means for … identifying promising pairs and for generating buy and sell signals. Specifically, we benchmark partial cointegration against …

Partial cointegration is a weakening of cointegration that allows for the "cointegrating" process to contain a random … estimation routine, and a suitable likelihood ratio test. Then, we explore the use of partial cointegration as a means for … identifying promising pairs and for generating buy and sell signals. Specifically, we benchmark partial cointegration against …

Partial cointegration is a weakening of cointegration, allowing for the residual series to contain a mean-reverting and …, but can be modeled with partial cointegration. …