A Fractionally Cointegrated VAR Analysis of Price Discovery...

Journal of Futures Markets 2015 / 04 Vol. 35; Iss. 4

A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

Dolatabadi, Sepideh, Nielsen, Morten Ørregaard, Xu, Ke
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Volume:
35
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21693
Date:
April, 2015
File:
PDF, 1.29 MB
english, 2015
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