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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~person:"Nielsen, Morten Ørregaard"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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Prognoseverfahren
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ARCH-Modell
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Backwardation
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Commodity exchange
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Estimation theory
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Fractional cointegration
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Futures markets
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Nielsen, Morten Ørregaard
Baillie, Richard
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Kim, Chang-Jin
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Journal of empirical finance
Queen's Economics Department working paper
12
CREATES research paper
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CAE working paper
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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