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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Mean reversion and the comovement of equilibrium spot and futures prices : implications from alternative data-generating processes
Zeng, Tian
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 769-796
Persistent link: https://www.econbiz.de/10001591754
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Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian
(
contributor
);
Swanson, Norman R.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
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