Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh, Narayan, Paresh Kumar, Nielsen, Morten Ørregaard, Xu, KeVolume:
38
Language:
english
Journal:
Journal of Futures Markets
DOI:
10.1002/fut.21866
Date:
February, 2018
File:
PDF, 4.02 MB
english, 2018