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~isPartOf:"Journal of empirical finance"
~person:"Nielsen, Morten Ørregaard"
~person:"Swanson, Norman R."
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Nielsen, Morten Ørregaard
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Journal of empirical finance
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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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