Extent:
1 Online-Ressource (20 p)
Type of publication: Book / Working Paper
Language: English
Notes:
In: Dolatabadi, S., Nielsen, M. Ø. and Xu, K. (2015), A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets. Journal of Futures Markets, 35: 339–356. doi:10.1002/fut.21693
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Feb 2, 2016 erstellt
Classification: C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10012946789