The predictability of aggregate returns on commodity futures
Fabian T. Lutzenberger
| Year of publication: |
2014
|
|---|---|
| Authors: | Lutzenberger, Fabian |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 23.2014, 3, p. 120-130
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| Subject: | Asset pricing | Commodities | Predictability of returns | Predictive regressions | Forecasting | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Rohstoffderivat | Commodity derivative | Prognose | Forecast | Regressionsanalyse | Regression analysis | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442582