Return predictability of variance differences : A fractionally cointegrated approach
Year of publication: |
2020
|
---|---|
Authors: | Li, Zhenxiong ; Izzeldin, Marwan ; Yao, Xingzhi |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2020, 7 (27.03.), p. 1072-1089
|
Publisher: |
Wiley |
Saved in:
Online Resource
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