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A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
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2014
Persistent link: https://www.econbiz.de/10010394599
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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh
;
Narayan, Kumar Paresh
;
Nielsen, …
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2018
Persistent link: https://www.econbiz.de/10011946486
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