Identifying VARS based on high frequency futures data
| Year of publication: |
2004
|
|---|---|
| Authors: | Faust, Jon ; Swanson, Eric T. ; Wright, Jonathan H. |
| Published in: |
Journal of Monetary Economics. - Elsevier, ISSN 0304-3932. - Vol. 51.2004, 6, p. 1107-1131
|
| Publisher: |
Elsevier |