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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Ke Xu / Morten Ørregaard Nielsen / Paresh Kumar Narayan / Sepideh Dolatabadi
commodities / econometricsResource overview

Economic significance of commodity return forecasts from the fractionally cointegrated VAR model

Paper2017

by Ke Xu, Morten Ørregaard Nielsen, Paresh Kumar Narayan, Sepideh Dolatabadi

Tags
commoditieseconometricstime series

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